I was originally going to save my 4000th post for something profound. But no.
Making game exploits is generally a complicated topic. Although there's strategy that one can go through to exploit a game that works in the vast majority of cases, the exact steps vary widely between game to game, engine to engine, anti-cheat to anti-cheat. Those steps vary widely with the exploits as well. Editing player statistics and their positions is probably really hard. Random kills? Comparatively easier.
Oh, and one more thing. If you are getting into programming with the intent to get into blackhat hacking, you are in the wrong community here. The right communities to get involved with have also been known to dabble in the exchange of child pornography. Proceed as you see fit.
They're messing with you. It's super easy to do actually. You are right about the first step.
#include "thegame.exe"
But you also need to make sure that you have correctly edited your registry so that "thegame.exe" is visible to the C++ runtime library. Also you need to modify your PATH so that there is a link to the resource files embedded in the games executable. Then you can start accessing your game stats and everything simply by nesting pointers through the frame buffer and piping the output through a binary classifier to get an index into the main stat update cycle which you will need to hook your script into the callback. That's basically all there is to it.
I suggest you take it one step at a time, and remember that the community here is more than willing to help you if you have any questions.
htirwin, I really don't mean to be rude, but would you mind reading this? I know it's about homework problems, but it should still be applicable here. http://www.cplusplus.com/articles/DjGEy60M/
If cheating at games is your motivation for learning this stuff. It won't sustain you through the mountain of info you need to absorb and skill you need to develop in order to do it. That's like saying you want to become a doctor so you can have an excuse to play with a stethoscope.
to write an exploit to anything, you must know how it works.
learn program concept (*.exe in win), what happen when it is opened (ie. what is process), how it is represented in memory in your OS and ways to access it, then learn assembly language to actually make modifications.