C++ Start problem

I wanna start c++ because I need to make a winapi dll for some game engines. But I'm really confused because I researched how to make an http request, and I thought I should use 3rd party libraries. I downloaded libcurl and curlpp and copy/paste some example codes into my project but I didn't get that it gives error when I write like that:

1) I moved all downloaded src files into the project debug folder
2) I moved all source files into visual studio project file.
3) I changed hpp to cpp because downloaded files was include cpp files.

They never work.
I don't know how I will use a 3rd party llibraries like libcurl or something. Please share your experiences with this noob programmer.

You have to add the corresponding directories to your project settings. Properties -> VC++ Directories -> Include directories + Library directories should be the paths, iirc.

When I add directory and when I compile this project, files will include in dll file?

I have no idea what youre trying to say but whether you have to ship a dll with your application or not depends on how you link against the lib files.

You have to compile the libraries first of course.

Go in vc8/vc/windows (don't know it's name right now) directory and open the Visual Studio file. Compile it (probably set some settings with preprocessor defines like LIBCURL_DISABLE_LDAP and LIBCURL_DISABLE_LDAPS to disable default ldap dependency.