Intel® Math Kernel Library 2018 Update 1 Developer Guide
See these Knowledge Base articles for how to configure your Integrated Development Environment for linking with Intel MKL:
Compiling and Linking Intel® MKL with Microsoft* Visual C/C++* (http://software.intel.com/en-us/articles/intel-math-kernel-library-intel-mkl-compiling-and-linking-with-microsoft-visual-cc)
How to Build an Intel® MKL Application with Intel® Visual Fortran Compiler (http://software.intel.com/en-us/articles/how-to-build-mkl-application-in-intel-visual-fotran-msvc2005)
Configuring Intel® MKL in Microsoft* Visual Studio* (http://software.intel.com/en-us/articles/configuring-intel-mklin-microsoft-visual-studio)