Past the files into your your project folder under the source folder. Then add in Visual Studio right click on the source folder, then the one under it and select Add->Existing Item. Select your source files that you pasted into the folder.
Save and close Visual Studio. Right click on your project file and select generate visual studio files. Reopen Visual Studio and it should work for you as long as the include names are correct. Generating the project files will create the yournam.generated.h files that you need.