The way I have it setup is how this site recommends. Your app should be in the main cocos2d-x dir, then in there you have a proj.* for each plateform, a classes folder, and a resources folder. So it would look like this:
So all of your c++ files and loadable files should be in Classes and Resources respectively. Then in VS the project should be in the proj.win, you tell it to point to the Classes folder for all the cpp files and in eclipse the project should be in proj.android and you tell it to look at the same Classes folder for the cpp files. This way, you only update one file for all projects.
I’m not working with VS/win, so I can’t tell you exactly how to do it in VS. Sorry.