It should work with Visual Studio, though the instructions on the wiki page are surely old and might need an update. I cant really help with Visual Studio. I know it's usually a pain to get it work. However the wiki should be editable by any registered github user, so anyone is free to update it or simply clone the wiki locally, edit the markdown and email me any suggestions.
Hugo: You could however tell us which version of fluidsynth you were using and whether you were using cmake or autotools. And providing a full build log might also help.