OK, weird problem. I had to edit a glm header in the Windows Kits directory. I was using VS 2013 and edited the file just fine. When I go to save it, it wouldn't let me! I had to save it to another directory and copy the file back for this to work. Even that brought up a warning dialog. I am running as an Administrator and have turned off the UAC. Anyone have a clue what is going on?
I'd just create a new directory, and make that directory be the place where you install your third party libs.
For me, it's:
C:\Programming\MinGW\Qt 5.4.0 x64\include\glm
C:\Programming\MinGW\Qt 5.4.0 x64\lib
C:\Programming\MinGW\Qt 5.4.0 x64\bin
C:\my directory\compiler\compiler-build\sub-folders\
Then you add the extra paths to the Windows environment path (i.e. %PATH%) or to Visual Studio's internal environment paths.