Include files not found in VS 2015 C++ project

I have both VS 2017 and VS 2015 installed on my Windows machines. I'm using VS 2015 for some C++ projects. I've cloned and built the azure-store-cpplite library per the build instructions. Now when I try to include:

#include "storage_credential.h"
#include "storage_account.h"
#include "blob/blob_client.h"

VS does not find these files.

I've run "vcpkg integrate install":

Applied user-wide integration for this vcpkg root.

All MSBuild C++ projects can now #include any installed libraries.
Linking will be handled automatically.
Installing new libraries will make them instantly available.

CMake projects should use: "-DCMAKE_TOOLCHAIN_FILE=C:/projects/vcpkg/scripts/buildsystems/vcpkg.cmake"

But my VS C++ project still doesn't find the include files.