I am building new Cons102_shared (Cpp-C\Ema\Examples\Training\Consumer\100_Series\102__MarketPrice__Snapshot) generated by cmake utility using VS2017 but getting linker error due to missing libema_shared.lib.I tried searching this lib under Ema folder but con't find it.
Basically you should be able to find the libs and dlls under <ESDK Install Folder>\Cpp-C\Ema\Libs\WIN_64_VS150\Debug_MDd\Shared
If you can't find the Libs folder, the package may be corrupted or incomplete.
Anyway, if you generate the project correctly, you should not see the build error but it may ask for the dlls when running with the <Examplename>_shared project type. You may also try open and build Cons102.vcxproj which is a project for static.
I would recommend that you start off by following the Quick Start for EMA C++, step by step - specifically the ESDK build system - https://developers.refinitiv.com/elektron/elektron-sdk-cc/quick-start?content=42817&type=quick_start
If there is still an issue, post here and we can check.