I often find myself using Intel C++ together with CUDA for fluid simulations, and I may be able to help if you are still interested in an answer.
You have not specified which version of Visual Studio you are referring to, but I imply that you are talking about Visual Studio Professional/Enterprise or any of that line of fully featured IDEs.
While I haven't extensively used any of those, there is a way of using Intel C++ (and by extension, any compiler) with CUDA, in Visual Studio Code. If you decide to go this route, and since you mentioned Windows, here is the procedure:
To make things simple, download the C++ tutorial build from here. If you want to make the build yourself, instructions are found on MSDN here.
After the download, you should have a build.bat file in the project directory. Open the file to edit it.
Replace everything inside the build.bat file as follows:
@echo off
call "Path\to\compilervars.bat" intel64
call "Path\to\vcvarsall.bat" x64
set compilerflags=/Zi /EHsc -I"%MKLROOT%"\include
set linkerflags= mkl_intel_ilp64.lib mkl_intel_thread.lib mkl_core.lib libiomp5md.lib
icl.exe /Foobj\helloworld /Fdobj\ -c -I. -I"%CUDA_PATH%"\include %compilerflags% helloworld.cpp /link %linkerflags%
"Path\to\nvcc.exe" -gencode=arch=compute_61,code=\"sm_61,compute_61\" -IPath\to\CUDA\include -G -maxrregcount=0 --machine 64 --compile -cudart static -g -DWIN64 -DNDEBUG -D_CONSOLE -Xcompiler "/EHsc /W3 /nologo /Od /FS /Fdobj\ /Zi /RTC1 /MD /MP" -o obj\hello2.obj "hello.cu"
icl.exe -o bin\hello.exe /Fdobj\ obj\hello2.obj obj\helloworld.obj "%CUDA_PATH%"\lib\x64\cudart.lib %compilerflags% /link %linkerflags%
In other words, we tell the build process to:
Look for the compilervars.bat file (found in Intel C++ compiler /bin folder) and set Intel specific macros and variables for the build process
Look for the vcvarsall.bat file (found in Visual C++ compiler /VC folder) and set Visual C++ specific macros and variables for the build process
Set the Compiler and Linker Flags for the Intel C++ compiler.
IMPORTANT: Call the Intel C++ compiler to generate an Obj file from all the non-CUDA (i.e. .cpp files of the project - In this case, helloworld.cpp) and also include the CUDA headers if you need them. Make sure no CUDA kernel calls (functions with <<< >>>) happen here.
THEN: Call the CUDA compiler to generate an Obj file from all the CUDA files (i.e. the .cu extensions - In this case, hello.cu), in this case, I call the Obj file hello2.obj (I explicitly renamed it to show you how to do that).
FINALLY Call the C++ Compiler to generate the executable file by mentioning both Obj files as well as the cudart library for static linking.
Note that CUDA still needs VC++ so we allow it to access VC++ for only the part where it compiles CUDA files (which is why we had to initialize vcvarsall.bat), and stick to Intel C++ for the rest.