To compile the program in Visual Studio 2015 (newer versions should work as well), you first need to extract the rtl-sdr library into a folder "rtl-sdr" parallel to the rtl_433_win folder.
You can use the official, but outdated (January 2014)) windows build https://osmocom.org/attachments/2242/RelWithDebInfo.zip Or you can use the Win64 build of a more recent version from https://github.com/winterrace/librtlsdr (or follow the compilation instructions).
The folder structure has to look like this
rtl_433_win
include
src
vs15
<and so on>
rtl-sdr
x64
<and so on>
Then simply open rtl_433_win/vs15/rtl_433.sln in Visual Studio and select between debug/release build options.