_fuzzylite*.lib|dll are not to be used as those are temporally generated files for
fuzzylite.exe. I ran into a similar issue when creating a VS project, but at the end I managed to make it work. It is easier for me to provide a description to solve your issue than logging into my virtual machine and find the project (I still use an eight years old macbook and it is terribly slow).
Under the Linker properties of your project, make sure you have added fuzzylite.dll and dbghelp.dll to the Additional Dependencies. Also, make sure that you are building your project in the same mode as the fuzzylite library that you are adding to the Additional Dependences, that is, in debug mode (fuzzylite-dbg) or release mode (fuzzylite).
If you still have the same issue, I suggest you start a new VS project and configure it as follows:
(1) Add the directory of fuzzylite to the C++ properties of your project under Additional Headers.
(2) Add the directory of fuzzylite/bin to the Linker properties of your project under Additional Library Directories.
(3) Add the libraries fuzzylite and dbghelp to the Linker properties of your project Additional Dependencies.
Please, let me know if you manage to make it work.