If you have the VS 2013 preview, then setting up the C++ REST SDK is easy. Right-click on the project in Solution Explorer, bring up the References dialog, select Add New Reference, select Extensions, and pick the C++ REST Extension SDK for Windows Store apps. That’s all. No need to separately setup include and lib paths. In the preview release, the files are in C:\Program Files (x86)\Microsoft SDKs\Microsoft Cpp REST SDK for Visual Studio 2013 Preview\SDK. This would quite likely change in the RTM version.
Even if you don’t have VS 2013, Casablanca is now available as a NuGet package. So you can install it from there as well, although in that case it gets installed as a project specific package.