To install the eConnect 10 SDK, download the eConnect SDK from the Microsoft website.
Then, extract the ZIP file. You will see 2 files:

Run the eConnectSdk.exe.

Select the components you want to install:

Enter your service credentials:

You will see this success message:

Once installed, you will see files located at: C:\Program Files (x86)\Common Files\microsoft shared\eConnect 10

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