information on R

Hello

I am a trader and work on systematic trading. I develop my own back testing
and trading tools for personal use.

My development are done in microsoft Visual C++.  I search a library for
wavelet algo and I discover WAVESLIM which run on R.

You write on the R home page that:

"Advanced users can write C code to manipulate R objects directly"

does it mean that I can use WAVESLIM like a library from a visual C++?(my
program are developed in C++ ANSI/ISO)
does it exit example of such project?

Thank for your help

Pascal