The Arduino Ide does not support local sketch libraries.

You need to do as russ describes but it's not always as straight forward as just copying the files from the lib to the sketch. This is because when libraries they are compiled slightly differently to the sources in the sketch folder.

Arduino libraries also have the capability of source code in sub folders but code in sub folders below a sketch is not supported.

The Arduino plugin for Visual Studio supports local libraries you can find the plugin here