I have tried to use non-Sparkfun Pro Micro boards I got on Amazon, they compile and upload using the Arduino IDE, but using Visual Micro (pro version, debug or Release) they will not upload. 

The compile/upload output is:

Compiling 'Blink_Fast_Slow' for 'SparkFun Pro Micro w/ ATmega32U4 (5V, 16 MHz)'
Program size: 4,240 bytes (used 15% of a 28,672 byte maximum) (39.60 secs)
Minimum Memory Usage: 153 bytes (6% of a 2560 byte maximum)

Uploading 'Blink_Fast_Slow' to 'SparkFun Pro Micro w/ ATmega32U4 (5V, 16 MHz)' using 'COM123'
 via 'COM125'
The uploader returned an error
avrdude: ser_open(): can't open device "\\.\COM125": The system cannot find the file specified.
 

Note that  "using 'COM123'" is shown, and then a few seconds after it shows that line, it shows the error lines with:
"via 'COM125'"
on the line by itself, just as shown above.

I have a real Sparkfun pro mico coming, but I need to finish this project tonight, so I'll have to do it without debugging, just use Visual Studio 2017 as the editor.