Thank you for your interest in the book and framework - sorry it took a while for me to see this thread... If you are using VS2012, all of the pre-requisites should already be installed and ready to run. The NuGet package for DirectXTK should automatically download, or if you disabled automatic downloads you should be prompted about downloading it.
Regarding the older versions of the framework, there is information in the documentation about what commit level was released with the book. However, the book samples focus on the GPU side of the samples, so you can safely use the latest version and follow along just fine. This was done intentionally, so that the CPU side could evolve over time while still keeping the samples relevant.
When you have questions like this, it could be faster to post them in the Hieroglyph discussions forum. There have been a few other questions like this as well, so you might be able to find an answer right away too. (plus I get email notifications of new discussions, so I will see your post right away...)
EDIT: you don't have to modify any of the settings for linking or includes - all of those should already be set up relative to the project folder. Just open the Hieroglyph3_Desktop.sln file, rebuild all, and it should take off on its own. Also be sure to set the desired project as the startup project (which you can do by right clicking it and choosing "Set As Startup Project").