DLib : train_shape_predictor_ex.cpp

I am trying to train the shape predictor of Dlib by executing train_dlib_shape_predictor_ex.cpp on helen dataset as described in the code, I place test images in a face folder in current directory of shape predictor. But when I run the code it throws following exception:

C:train_shape_predictor_exRelease>train_shape_predictor_ex test

exception thrown!
ERROR: unable to open test/training_with_face_landmarks.xml for reading.

as no training_with_face_landmarks.xml and testing_with_face_landmarks.xml files are available in helen dataset on the following page : link

There is a folder named annotation which contains one text file containing the 194 landmark points location for each and every image in the dataset. How to convert this file into training_with_face_landmarks.xml.