So the error you're getting (Cannot open xxx) is the way of visual studio to tell you your project is not set up properly. You have to do two things: tell VS where to find this files and their dependencies (right click on kinect222 and in the properties you'll have an "include folders" where you tell VS where are the .h and .cpp files for your addons, and if your addon also have .lib files (libraries, which are precompiled code) you'll have to tell the linker which folder to look for (library folder or something) and also specify the name of the libraries (bla.lib).
The easiest path forward is to either find a working example solution for the specific version of visual studio you're using, or try to use the project generator to make one. A quirk of visual studio is that you need the same version; if your example file is for visual studio 2012 and you're using 2013 it has a high likelihood of not working.
I'm not sure if it's really maintained; but you could have a look at joshuanoble ofxKinectV2 (which has nothing to do with the ofxKinectV2 you're using; but was meant to work on windows)