The latest WindowsPhone version is Cocos2dx-2.1.0-wp8-2.0-alpha, which includes the freetype library. You probably are just not including it correctly in your project.
Still… Cocos2d-x is close to 3.0beta for other platforms. Any idea when a newer version for WP8 may be released ?
I am asking this because something was left hanging in WP8 Cocos2dx 2.0alpha , and apparently I can’t make a release build of my own project for the emulator (although I am not entirely sure it is not actually my fault).