I think you really need to check the code and use proper software to compile it.
As far as I know, Cytron uses MPLAB IDE with HITECH C compiler to compile their example, for PIC16. For PIC18, they uses MPLAB IDE + C18. Now they have some examples ungraded to MPLAB X IDE.
You are using different IDE and when you are using MPLAB IDE, you compile the MPLAB X project.
You should refer to their document, they have listed out the steps.