If you are a Windows Vista user you might want to check this to start with: http://wiki.forum.nokia.com/index.php/Moving_to_Windows_Vista#Carbide

First thing you need to download to get the game working is ActivePerl version 5.6.1. It is needed for the build scripts to work in the IDE. You can get it from here: http://downloads.activestate.com/ActivePerl/Windows/5.6/ActivePerl-5.6.1.638-MSWin32-x86.msi

The development environment is called Carbide. It's developed by Nokia and is built on top of the well-known Eclipse platform. I tested that our game with 2.0 version of Carbide and it worked just fine today (1st of June 2009). Download Carbide:
http://www.forum.nokia.com/Tools_Docs_and_Code/Tools/IDEs/Carbide.c++/

Lastly you will need the Symbian S60 3rd Edition, Feature Pack 1 SDK from here:
http://www.forum.nokia.com/info/sw.nokia.com/id/4a7149a5-95a5-4726-913a-3c6f21eb65a5/S60-SDK-0616-3.0-mr.html

Once you have those three things installed you're ready to import by Symbian OS Bld.inf file as a new project by navigating to the PongDLX subdirectory /group/ and selecting the bld.inf file. For the SDK and build Configurations choose the Emulator Debug (WINSCW).

After you're done with that you can import PongDLXEng, which is a separate project that is dynamically linked to PongDLX (the main program with a gui and a controller). To prepare the project for execution on the emulator you first need to build PongDLXEng (the game model), choose export unfrozen after the build and finally build PongDLX. Now you're ready to start the game by clicking on run in the run menu.