Recently I am trying to compile the source code of FFTW in Visual studio 2010. I followed the instruction from the FFTW website. I downloaded the source code fftw-3.3.2.zip
It looks like you need to install the Windows 7.1 SDK, if you have already installed it, try reinstalling it incase it is corrupted.
You can download the 7.1 SDK from http://www.microsoft.com/en-us/download/details.aspx?id=8279