How to install a high precision arithmetic library?

One of my programs I recently created, needs higher precision then what doubles can provide. So I am wondering how I install a library like this http://gmplib.org/ I don't quite understand exactly how to install them. Im using visual studio 2012 ultimate right now!

Thank you for the help :D!
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Please don't repost...
Fine
Why if he want to know why not
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