There's no problem using VS2010, the ICM 1.2 package should include libraries built for VS2008 and VS2010.
The ICM documentation in SDK\Documentation\ICM Evaluation Guide.pdf has a Tutorials section. That's the best place to start. In particular, the "Getting Started" and "Creating a Project for PC" tutorials will help you with project setup.
We also ship all the ICM samples with the SDK. If you load the main solution, Build\Windows\vs2010\Activate.sln, you can use ExampleApp, OgreSampleApp, or OpenGLAnimationApp as a starting point. ExampleApp is the simplest, but it is simply a console application with text output. While more complex, OgreSampleApp and OpenGLAnimationApp have graphics libraries integrated which will help you render 3D output if that's your need.
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