Connecting Particle Photon to Cayenne

Trying to keep all my boards connnected to Cayenne, which are compatible with Blynk, I want to experiment with my Photon.

In a post of this community I read about an unofficial library, but had not detailed steps, so I decided to write this tutorial step by step, with images and code included so that you can connect a Photon to Cayenne. The truth is that this library is still not very worked as Arduino library, but taking certain considerations you can achieve connect smoothly