ecl-win-vs11-example
Based on http://vwood.github.io/embedded-ecl.html so, essentially, copy pasted the code and foo'ed around with project settings until it worked.
My ECL is installed under C:\ecl\13.5.1\
This folder must be in the PATH (it needs ecl.dll)
... and fixed an error (check the function void init())
The juice is on EclEmbeddingTest.cpp
More links
http://chriskohlhepp.wordpress.com/embedding-lisp-in-cplusplus-a-recipe/