Ogre works fine with VS2008, VS2012 and VS2012. And building OgreNewt with VS2012 works as well and should with any other version as well.
We also have dedicated wiki articles for each VS version (even for VS2003), you might want to check out. However the issue that Newton.h cannot be found is a simple issue that you probably did not tell VS where to find it.
See this SO thread on how to correct that.