The link below has Visual Studio templates that you can use to create fully-configured projects for the STEP or IFC applications. To install, unzip it in your documents folder, and it will place the templates zipfiles under the "Visual Studio 2012", -2013, -2015, -2017, and 2019 sub-folders.
After you install, create a new project by selecting "File | New | Project", and then under Visual C++, select one of the ST-Developer templates. You should see something like the following:
The template projects make a simple command line executable, with configurations for Release, Release DLL, Debug, and Debug DLL. For other kinds of projects, you can manually set the include paths and library files