After having installed cfix, you will see the following folder structure:
The bin folder contains the binaries, the ones of interest are cfix32 and cfix64. The binaries contain their bit-ness in their name so that you can put both the i386 and the amd64 folder in your PATH without getting conflicts. The remaining folders should be self-explanatory.
In your SOURCES files, you will have to refer to the cfix header and library files. The easiest way to do this is to leverage the CFIX_HOME environment variable the installer sets by default: Use $(CFIX_HOME)\include to refer to the cfix include directory, and $(CFIX_HOME)\lib\$(TARGET_DIRECTORY) to refer to the library directory.
In any case, bear in mind that build.exe is unable to work with include paths that use spaces.