JWSCL can be compiled using JwaWindows.pas and the following compiler directives:
WINVISTA;PACKAGE_CONDITIONS;JWA_INCLUDE_SETUP_API;JWA_INCLUDE_JWAADSTLB;DYNAMIC_LINK;JWA_INCLUDE_SHELLAPI;JWA_WINDOWS

Also add DEBUG or RELEASE.

However you should prefer the package way using the JEDI API packages and generating JwaWindows.dcu