Thanks a lot, these where exactly the things i was looking for.
I got it working now with the explaination in

http://www.gnu.org/software/octave/doc/interpreter/Standalone-Programs.html#Standalone-Programs

http://octave.1599824.n4.nabble.com/Getting-started-with-Octave-and-Visual-C-td1636630.html

and

http://stackoverflow.com/questions/11100220/octave-c-and-vs2010

tricky things to know with Visual Studio 2010:

Compiles only with the /MD compiler flag
Has to be compiled in "Release" target (???)
octave_main()  has to be called to init the parser (and dirs)

Thanks , especially to Jordi


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