HMMM Your questions:
1
I'm also bothered, it would be better to use #including , and it would be better if you put those stuffs into the header file like stdafx or the header of your class to make it less confusing, there's a big chance you messed up on integrating your directories + your .dlls are not in a good place.
2
You're supposed to put all the dlls into the main project's folder's debug, the area where you see an exe, .pdb, and .ilk.
3
You used "hello_world.bmp", there's nothing wrong with that, it's your file's location, if you're going to run debug then place the files (the .bmp) inside... let's say you made a project named ABC, and placed it in a folder called ABC, there would be 3 folders called DEBUG (if you ran debug at least once), ipch, and ABC.
you're supposed to place the files inside the ABC folder which contains the .vcxproj, and other stuffs, then if you wanted to run your game using the .exe file in the mainfolder's debug folder then you're supposed to copy all the files you used (in this case, you used the .bmp) and paste them in that folder, the folder that contains the .exe, that way if you run debug, it would read in the ABC folder while if you personally go to the .exe file, it would read the files that are with it in it's folder.