The CLIPSJNI project in the Visual Studio solution is there in case you want to build the JNI DLL using the Visual Studio IDE rather than using command line tools. The instructions in Section 7.1 of the Interfaces Guide are applicable to the clips_jni_640.zip file not the clips_windows_projects_640.zip file:
In order to use CLIPSJNI, you must obtain the source code by downloading either the clips_jni_640.zip or clips_jni_640.tar.gz file from the Files page on the CLIPS SourceForge web page (see appendix A for the SourceForge URL).
The clips_jni_640.zip file contains both the C code for the JNI DLL plus the Java code for the Swing examples.