Hi Fabien,

To ensure Arduino Ide compatibility Visual Micro reads all build properties from the Arduino IDE configuration.

The definition you are seeing in VS is included by Visual Micro purely to force the vs intellisense to show correctly. (The vsarduino.h file is not included in any of the build process)

Visual Micro attempts to standardize as much code as possible and the vm function that generates __AVR__ also generates __SAM__ for the intellisense system for SAM boards. In a way this is an oversight we should probably prevent until it is implemented by Arduino

These #defines, if available, are part of the underlying board core/toolchain installed with the Arduino IDE and not declared directly by the Arduino IDE itself.

Visual Micro allows you to add your own compiler defines, but this would mean your sketches would not compile correctly in the Arduino IDE. 

You can specify #defines that are passed to the compiler in the Visual Micro project properties. 

Defines - Project
Defines - Configuration

http://www.visualmicro.com/page/User-Guide.aspx?doc=Project-Properties-Reference...