Revised answer.
If you want to create a Win32 DLL and have the .h and .cpp files you should be able to do it using this walkthrough:
Walkthrough: Creating and Using a Dynamic Link Library (C++[
^]
If you then want to access the methods in this Win32 unmanaged DLL from .Net managed code (c# or VB), you need to use
Platform Invoke
(PInvoke).
This tutorial gives you a starting point:
Platform Invoke Tutorial[
^]
This web site gives you examples of standard Win32 methods and their .Net signatures.
It can be helpful as a reference.
http://pinvoke.net/[
^]
Sorry for the misunderstanding, but the question was not crystal clear to me.
==========================================================
The answer below is for including .h and .lib files into a project, not creating a DLL.
If you only have header files and compiled lib files, you can put all your header files in one directory, Include, and the lib files in another, Library.
Then you can either add these directories to your project or to VS IDE (if you use them all the time)
1. Add to the project
Open the properties for the project.
1.a. Go to Configuration Properties -> C/C++ -> General
Add your Include directory to the property 'Additional Include Directories'.
1.b. Go to Configuration Properties -> Linker -> Input
Add your Library directory to the property 'Additional Dependencies'.
2. Add to Visual Studio
Go menu item Tools -> Options -> Projects and Solutions -> VC++ Directories and add your directories there.
This seems only to work prior to VS 2005, though.