I had the same problem was a nightmare to get going.
Go to Tools->Options->VC++ Directorys then select Include files from the drop down menu and add these paths.
Replace (NvidiaSDK) with your SDK path
(NvidiaSDK)\v2.8.1\Graphics
(NvidiaSDK)\v2.8.1\SDKs\Cooking\include
(NvidiaSDK)\v2.8.1\SDKs\Foundation\include
(NvidiaSDK)\v2.8.1\SDKs\NxCharacter\include
(NvidiaSDK)\v2.8.1\SDKs\Physics\include
(NvidiaSDK)\v2.8.1\SDKs\PhysXLoader\include
Now select Library files from the drop down menu and add these
(NvidiaSDK)\v2.8.1\Graphics
(NvidiaSDK)\v2.8.1\SDKs\lib
(NvidiaSDK)\v2.8.1\SDKs\lib\Win32
(NvidiaSDK)\v2.8.1\Graphics\lib\win32\glut
/DEBUG PhysXLoader.lib
Now go to Project Properties->Configuration properties->linker->Input
In Additional Dependencies add DarkPhysics.lib
In Ignore Specific Library add LIBCMTD.lib,msvcprtd.lib, atls, libcpmtd
You will also have to copy and paste the 4 dll files in the samples folder to your debug folder for your project.
The only limit to creating video games is your imagination