Hi Shan,
thank you for your post. Can you please check in the forum? There are several posts dealing with compilation on Visual Studio. Basically, you have to make sure you have set up your project correctly with the following parameters -I/path/to/fuzzylite, -L/path/to/fuzzylite/bin and -lfuzzylite. These are INCLUDE_PATH, LIBRARY_PATH and library. These parameters are for GNU GCC, you need to find the equivalents for Windows.
Cheers.