Add the directory abacus 
include together with its path
and the include file paths of your LP-solver(s)
to the Additional include directories in the project
settings. The flags ABACUS_SYS_WINNT, ABACUS_COMPILER_VISUAL_CPP,
and the flags for the used LP-solver(s) should be added to the
Preprocessor definitions in the project settings.
The project settings of the example, which is part of the UNIX distribution, might be helpful.