You set it up like you would for any other framework/API/Toolkit. Put the IUP header files in it's respective include folder, the lib files in its lib folder and add the appropriate include/lib paths in C::B so the compiler and link knows where to find them.
According to
this, you want to download the precompiled package for iup-x.x_Win32_bc6_lib.zip where x.x denotes the current release version. It is current 3.2 at the time of this writing. You can find it at the
download page.