Are you using cocos2d-x v3?
If using version 3.0, follow these steps:
1. Open '(COCOS2DX)/tools/project-creator' folder
2. Run create_project.py and use it to create a project
3. Open '(PROJECT)/proj.win32' folder
4. Open 'HelloCpp.sln' in Visual Studio (maybe you need to convert it to VS2013 format), and build
5. Have fun
Hope this would help