You'll need your SH4 cross compiler to develop applications for the fx-CP400. If you patched your firmware, you'll already have done this. If not, check the instructions in this document to build and install one.
This only needs to happen once to generate the required object files which will be linked with your application when it's compiled. It isn't necessary to rebuild the SDK itself whenever you change your application code.
cd into the sdk/ directory, and run the make command. Ensure the file sdk.o is generated - this is the boilerplate code required for your applications to work when compiled.
If you'd like a local copy of the SDK documentation, run the make docs command. Open sdk/doc/index.html to view them.
Copy the contents of the app_template/ directory to an empty folder. This will become your project's root directory.
Open main.cpp in your favourite text editor, and edit the strings in the APP_NAME, APP_DESCRIPTION, APP_AUTHOR and APP_VERSION macro calls to match your application. These are the strings that will be displayed in the launcher when your application is selected. If you don't wish to provide one or more of these fields, simply delete the line (they're all optional).
Similarly, open the Makefile and edit the first line (APP_NAME:=app_template by default), changing app_template to the filename you'd like your generated .hhk file to have.
Edit main.cpp to your hearts content, and add other .cpp, .c, and .s files as you please. The Makefile will automatically detect new source files at compile time.
You'll need to point the Makefile to the SDK using the SDK_DIR environment variable. For example, if you cloned this repository to ~/hollyhock/, set SDK_DIR to ~/hollyhock/sdk/. You can do this either by exporting the variable before running any make commands, or setting the variable in the same command as you run make. It's recommended you make this an absolute path and not a relative one - otherwise you may run into issues if you attempt to call make while not in the same directory as the one you defined SDK_DIR relative to.
# Either do this once, at the start of every session (recommended):
export SDK_DIR=~/hollyhock/sdk/
# Or, run make like this:
SDK_DIR=~/hollyhock/sdk/ makeRun make (remembering to set SDK_DIR inline if you didn't export it).
A .hhk file with the name you specified in the Makefile will be generated, which you can then copy onto the root directory of the calculator's flash.
Open the launcher and select your application to launch it. Have fun!