I know zero about SDL but do you have all of the directories set up properly?
The includes go under the Project/"YourProject"Properties/ConfigurationProperties/C-C++/AdditonalIncludeDirectories
You'll also need to put the libs directories under the Linker/AdditionalLibraryDirectories of that same Config Properties menu (and the names of the libs under the Linker/Input/AdditionalDependencies))