Hi Christer,
the PCL documentation can be found here
http://pixinsight.com/developer/pcl/doc/html/index.html. The API is well documented. On github you can find a minimal module called Sandbox (src/modules/processes/Sandbox), which is useful to understand what is needed to create your own C++ module. There you also find the make or vsproject files to build the project.
If you create your own module, you can use the PixInsight script Script->Development->Makefile Generator to create make/vsproject files for your new module. Please note that the PCL environment variables as described on the github Readme (
https://github.com/PixInsight/PCL), have to be correctly set when you want to use the Makefile generator.
A new module can be loaded into PI with PI under Process->Modules->Install Modules. If the new module was installed correctly, it will be loaded automatically after PI restart. If the new modules crashes, it will be removed from the installation list and you have to add it manually again with Process->Modules->Install Modules.
Hope that helps!
Cheers
Klaus