Under Windows, projectfiles for Visual Studio version 6,7,7.1 and 8 are available in msvc/<version>.
For example, for Visual Studio 2005, open msvc/8/wksbullet.sln
The ColladaDemo and ConvexDecomposition demo needs to be able to locate the data files (jenga.dae and file.obj) in the current directory. Make sure Visual Studio points to the right folder (..\..).