The examples provided with Armadillo should compile out of the box. Open the project files in the examples/example1_win32 folder. You may want to simply use them as a starting point for your code.
Alternatively, this site might be useful: Armadillo with BLAS and LAPACK in 64 bit Visual C++ projects
Using 64 bit LAPACK and BLAS is considerably faster than the 32 bit versions. You may also want to look into using Intel MKL, which provides high-speed multi-core implementation of LAPACK.