Visual Studio usually has short cut links to set up Command line prompts that are configured to have all the command line tools ready to use for compilation.

If it is more modern version of Visual Studio then one link has a short cut to set up the environment for 32 bit compilation and another one is set up for 64 bit compilation.

Here’s a snapshot from my virtual 64bit Windows XP machine I run on my mac:

The Visual Studio 2008 command prompt gives a 32 bit compilation environment and the Visual Studio 2008 x64 Win64 Command Prompt gives a 64 bit environment.