If you have the latest SDK installed, that is likely the problem. The latest version is 1.6 and many things have changed.
If you don't have the latest version installed, you should.
http://www.microsoft.com/en-us/kinectforwindows/
Don't learn how to develop for the Kinect using an outdated SDK! It has changed a lot and you are doing yourself a great disservice by trying to do so.
There are multiple examples released by Microsoft with the SDK that show you halos to get started, and much more. Use those to help you learn, not someting written for an SDK that is no longer supported.