Start a new project and select makefile,
In both the following dialogs type "make -r 2>&1 | sed -e 's/\(.[a-zA-Z]\+\):\([0-9]\+\):/\1(\2):/'" in the command line box. There doesn't appear to be a way to get clean to work with Visual Studio so the rebuild all switch is used here. The sed part of this command is used to parse the output from gcc and translate the error messages so Visual Studio understands them.
If you have a makefile project already set up you can also set the make command line through the Project Settings dialog.
The makefiles provided with the devkitPro example projects are designed to make life as easy as possible for the programmer. In most cases all you need to do is copy the contents of one of the template projects to the folder where the dsp/dsw files are. The makefile expects to find .c or .cpp files in the source folder and sets the include path to the include folder. In some cases you may need to add the path to make in the Executable file paths in Visual Studio's options.

