If you wish to use this library you need to add a reference to the assembly (dll) that contains the library. To add references simply right click on your project in solution explorer and select add reference, you will then have a tabbed dialog box that allows you to add references to dlls in the GAC, other projects in your solution or browse to dlls located anywhere on your PC.
All the folders you see are the source code and sample projects that show you how to use the library. If you open the "BuildAll-PdfSharp.sln" which is contained in the root of the code directory you will be able to build PDFSharp and get the dll. It will be in the folder user code PdfSharpin
Once you have the dll you can add it to your solution by browsing to the location of the dll on disc. When I add third party libraries to my project I have a lib folder at the root of my working folder where all the dlls are placed. References to these in the project files then use relative paths and will be available to anyone else working on the project when they get the latest from your source repository.