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When your engine is running in the SDK it must be able to initialize, perform single timesteps, finalize and be disposed as separate operations. This means that your engine core may need to be reorganized. You can do this in any way you like but one logical approach is to create four functions:
logical function Initialize()
(Open files and populate your engine with initial data)
ogical function PerformTimeStep()
(Perform a single timestep)
logical function Finish()
(Close files)
logical function Dispose()
(De-allocate memory)
The RunSimulation function should now be changed so that it calls the Initialize function, then repeatedly calls the PerformTimeStep function until the simulation has completed, and finally calls the Finish and Dispose functions.
At this point you should run your application again and check that the engine is still producing the correct results.
You have now completed the restructuring of the engine. The remaining changes that you need to make to the engine will be much smaller. The nature of the changes will be dependent on the particular engine. For now, you can move on to creating the wrapper code.