Pylon Puller uses Visual Studio 2017 Community and BWAPI 4.4.0. Please follow their respective installation guidelines to make sure they are properly installed/built. 

Next you will need to set up environmental variable in your system to point to where the BWAPI repository is. One example environmental variable could be: Variable Name: BWAPI_DIR Value: C:\Users\phoen\Documents\BWAPI440\Release_Binary

Open …Pylon Puller\Pylon Puller.vcxproj and choose Release mode from the dropdown menu. Right click on your project in VS2017, properties -> C/C++ ->General -> Additional Include Directories -> Edit, and add the following directory: $(BWAPI_DIR)\include 

Then build the project