You need to configure your project properties. Under C++ add additional include directories to point to the location of the header files. E.g. point it to your parserlib folder, then
#include <parserlib.hpp>
should work. You will also need to configure the linker options so that it links against any .lib files. Add the directory holding the .lib files to additional library directories and then add the specific .lib files to the additional library files.
Looking at the github project you specified. You will have to build the .lib files yourself from the source .cpp files. Otherwise you will get unresolved reference errors at link time. i.e. the compiler reads the declarations from the header file but can't find definitions for the functions (which are in the .cpp files).
See the following for help on how to do that:
http://msdn.microsoft.com/en-us/library/ms235627.aspx