Wei,
Your VC++ project would need to see the GDAL include and GDAL lib folder; it should need to link with the "gdal_i.lib"; and at run time it will requires GDAL bin folder to be on the Windows path variable.
You can get the GDAL Dev distribution by compiling GDAL from the source code, from OSGeo4w or downloading the zip package. But if you compile from the source code, remember to run "nmake -f makefile.vc *devinstall*". That will setup all the folders that I mentioned before.
Regards,
Ivan
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