The External Dependencies folder is populated by IntelliSense: the contents of the folder do not affect the build at all (you can in fact disable the folder in the UI).
You need to actually include the header (using a #include directive) to use it. Depending on what that header is, you may also need to add its containing folder to the "Additional Include Directories" property and you may need to add additional libraries and library folders to the linker options; you can set all of these in the project properties (right click the project, select Properties). You should compare the properties with those of the project that does build to determine what you need to add.