If you have header (h) and and source (c) files in the zip, right click on your new empty project and add (the unzipped copies of) them.
You will need to set the include path to where they reside, so you can #include
the header files you want.
And "unresolved externals" means it's seen a declaration, e.g. in a header file, but cannot find the definition.
Watch out for #including header files to C source in a C++ project. If you've included the source it will be looking for C++ unless you say otherwise.
You will need to do this
extern "C" {
#include "fft_header.h"
}
Further details here
EDIT
OK, I downloaded the files, made an empty Win32 console app, selected empty project, added the path to the additional include in the project.
Then I added a main file as follows along with adding the C file you mention in the download.
extern "C"
{
#include "kiss_fft.h"
}
int main()
{
kiss_fft_cfg cfg;
kiss_fft_cpx *fin;
kiss_fft_cpx *fout;
kiss_fft(cfg, fin, fout);
}
I have warnings but no link errors.