In C++, you got the header files (.h), the (.lib) files and the (.dll) files.
In Visual Studio, you provide the location to search for these files in three different pla
Also, in those above places, when you add in a directory, look at the MACROS>> button. e.g. you may want to use different libraries for 32bit/64bit/Release and Debug. You can use the ($ProjectDir) MACRO to give a relative link, and e.g. the ($DXSDK_DIR) MACRO to make sure you get the right libs for your directx development.
So I have ($DXSDK_DIR)\Lib\x86 and ($DXSDK_DIR)\Lib\x64 which also takes the problem away when moving between 32bit and 64bit Windows OS for development.