There are various ways to add arduino compatible libraries to Visual Micro. 

Following installation guides for the Arduino IDE is often the easiest way.

If you have a custom library and would like an install example, then please provide url to the repro.

Info

An arduino library usually has a root folder that contains a library.properties text file and the library code is in the \src sub folder and below \src. 

Manually copying the library root and its sub folders, for example "\Library1" folder to "mydocuments\arduino\libraries" is a way to install/use a library. If visual micro is open then click "vMicro>general>reload toolchains" after adding the library.

It is also possible to have visual micro install a library directly from git.

If the library author has registered the library with arduino.cc. then the Library Manager in either visual micro or the arduino ide can be used to install.

In any event, all library installations for the arduino ide and visual micro will end up in the same "mydocuments/arduino/libraries" folder unless the location has been overriden in settings.

Let us know the url if these notes don't help. If you have installed the library but have a compile failure then also follow the guide in yellow near the top of the page.

We have downloaded the Heltec_ESP32 Library (Heltec ESP32 Dev-Boards v2.1.1 in Library Manager) and the Latest ESP32 Board Package (v3.0.7).

Using the Board "Heltec Wireless Stick Lite (V3)", and the Example Sketch "Wireless_Stick_Lite_V3_FactoryTest" it all builds successfully with Visual Micro.

If you have problems installing or building for your specific board please let us know, and if it is a build issue, supply the logging information shown at the top of the page.