Recording video stream from Kinect using SDK2.0

I recently buy Kinect V2 and I want to record Depth, RGB and Skeleton video stream. For that, I downloaded the SDK2.0 and also I found an example to video the simultaneous 3 channel video stream Kinect One and Matlab - Data Stream Display

I am very new to this, so anyone help to explain the steps how can I use that code in Visual Studio 2010? and Do I also need to install more software's to recode video?