Ok, I'll try to be clear and I hope this helps.
In VC++ 2010 Project properties, there's a section "VC++ Directories."
There's an include directories list, so say, for example, I have zlib developement files in c:\devel\zlib, I add it in that list, why? That's where the header files for zlib are found (zlib.h, for instance), it needs to be done for every project requirement, (for instance, zlib and sdl, among others, for DosBox), now, the lib files are *usually* in a subfolder called "lib" in the libraries' "root" directory, so, for example, my zlib is c:\devel\zlib\dll32 (as you can see there's no "lib" sufolder), in there I find zlib.lib, among other files, so, that directory needs to be added under the "Library directories" list.
You do need to check for the presence of the correct lib files, mostly the folder names are obvious (even if they're not lib).
For example, wxpack includes a lib folder with 4 subfolders:
gcc_dll, gcc_lib, vc_dll and vc_lib, so if I'm compiling with VC++ I'd need to point the "libraries" list to c:\devel\wxwidgets2.8\lib\vc_lib and if I'm using mingw I'd need to point it to c:\devel\wxwidgets2.8\lib\gcc_lib
So, all in all, check for the presence of the correct lib for your compiler.
Again this is for VC++2010, but 2008 isn't that dissimilar.
Now, what TeaRex meant was compiling the libraries from source along with your project to link them statically in it.
Hope this was helpful.