Not sure why I have not been able to see this earlier. IS this in the documentation?

I guess the expectation is that people using this functionality would first learn how to compile C programs from the command line (a terminal). The CreateExecutable syntax is basically a mirror of that. This is one of the reasons why I suggested observing the compilation command with ShellCommandFunction" -> Print.

Also what will be the format if there are multiple libraries locations?

Quoting from my previous message, "The list ({...}) is needed because there may be more than one include directory." If there is more than one include location, put them in a list.

The include directory should be set to wherever pch.h is located. Assuming it is in C:\mystuff\include, you would use

"IncludeDirectories" -> {"C:\\mystuff\\include"}

The list ({...}) is needed because there may be more than one include directory.

Thank you for the hint. I appended the CreateExecutable with what found in the user manual. But still no result

Needs["CCompilerDriver`"]
CCompilers[]
hello = CreateExecutable["
  // ConsoleApplication5.cpp : Defines the entry point for the \
console application.
  //
  #include \"stdafx.h\"
  #include <iostream>;
  using namespace std;
  int main()
  { 
  int numbers[5];
  int * p;
  p = numbers; *p = 10;
  p++;  *p = 20;
  p = &numbers[2]; *p = 30;
  p = numbers + 3; *p = 40;
  p = numbers; *(p + 4) = 50;
  for (int n = 0; n < 5; n++)
  cout << numbers[n]  <<  \" , \" ;
  return 0;
  }
    ", "hellomyfirst", Language -> "C++", 
  "Compiler" -> 
   CCompilerDriver`VisualStudioCompiler`VisualStudioCompiler, 
  "CompilerInstallation" -> 
   "C:\\Program Files (x86)\\Microsoft Visual \
Studio\\2017\\Community", "CompilerName" -> Automatic, 
  "IncludeDirectories" -> $UserBaseDirectory
  ]
Import["!" <> QuoteFile[hello], "Text"]

But still getting errors.

During evaluation of In[5]:= CreateExecutable::cmperr: Compile error: C:\Users\jecalderon\AppData\Roaming\Mathematica\SystemFiles\LibraryResources\Windows-x86-64\Working-desktop-jvm8477-14964-256-3\hellomyfirst.c(4): fatal error C1083: Cannot open include file: 'stdafx.h': No such file or directory

Out[7]= $Failed

During evaluation of In[5]:= StringJoin::string: String expected at position 2 in !<>QuoteFile[$Failed].

During evaluation of In[5]:= Import::chtype: First argument !<>QuoteFile[$Failed] is not a valid file, directory, or URL specification.

Out[8]= $Failed