There is nothing wrong with your IDE, you just don't understand how things work yet
If you installed Visual Studio, you don't need to do anything to write C++ code. Just start a project, and start typing, then hit compile.
If you want to write code that requires the use of a library, you have to tell Visual Studio where those libraries are. Open the config screen and there are 2 sections. 1 is a list of folders where Visual Studio can find your headers (for #includes), and another is a list of folders where Visual Studio can find your library files for the linker. You edit these on a global or per project basis.
In your project, you have to configure a similar screen that tells Visual Studio which libraries you will be linking to. It's simple enough. eg: If you are using OpenGL, then you point it to the OpenGL library.
Then when you compile, the compiler and linker know where to look for all your dependancies.
Copying random files around into the project's folder, or into your compiler's folders is a stupid thing to do. You are just going to end up with a mess, and you'll never know which version of which library you have in any given folder. Set your IDE up properly, and leave the libraries in their proper folders.