getting started with nrf9160-dk talking to modem

I can't figure out how to run sample code that uses the LTE-M modem.

I see nrfxlib has a modem library.  But I don't know how to make a simple sample app that uses this.

I can currently run sample apps that blink an led and respond to button presses using vscode and also compiling/flashing from the command line.

But I don't know how to make this next step to integrate the nrfxlib or more generally, just have code that uses the modem.

Thanks 

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