You can install the sgx sdk, there are some examples in your install path like "C:\Program Files (x86)\Intel\IntelSGXSDK\src".
1. Open SampleEnclave.sln.
2. Change your build mode to “Simulation”
3. Select your project and change the project platform tool chain to：Visual Studio 2015 && change you windows sdk version
to the one you installed like “10.0.16299.0”
Then your can build the project in simulation mode.