OpenCL.lib should be in the \Program Files\AMD APP\lib\x86 folder...
CL.h and others should be in the \Program Files\AMD APP\include\cl folder
You need to add the .lib files to your VS project in the linker input options and add the path for the includes in the c/c++ general options
You can find a lots of samples in the Documents\AMD APP folder from where you can learn how to use OpenCL and have fun running them
you might even have to set the environmental variables...
go through this link for the details of intializing and setting for visual studio.