You can add library directly in project.
Follow the steps.
Step 1:
Go to project settings in linker option in Additional dependency add your library name like Settings->linker->Additional dependency : add your library name.
Step 2:
Settings->linker->Additional Library Dependency : add your library .lib path.(Ignore if it is a system library)
Step 3:
Settings->C/C++->Additional Include Directory : Add your library header file path.(Ignore if it is a system library)
In your case as WS2_32.lib
is a system library, you just need to go with step 1 only.
Now run your project. It will work.