diff --git a/windows/LightGBM.vcxproj b/windows/LightGBM.vcxproj
index 009c744964d1..bb4818572ac0 100644
--- a/windows/LightGBM.vcxproj
+++ b/windows/LightGBM.vcxproj
@@ -106,7 +106,7 @@
   </ItemDefinitionGroup>
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug_mpi|x64'">
     <ClCompile>
-      <PreprocessorDefinitions>USE_MPI;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <PreprocessorDefinitions>USE_MPI;USE_DEBUG;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <WarningLevel>Level4</WarningLevel>
       <OpenMPSupport>true</OpenMPSupport>
       <FavorSizeOrSpeed>Neither</FavorSizeOrSpeed>
@@ -117,7 +117,7 @@
       <Optimization>Disabled</Optimization>
       <RuntimeLibrary>MultiThreadedDebugDLL</RuntimeLibrary>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
-      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;$(ProjectDir)\..\external_libs\fast_double_parser\include;$(ProjectDir)\..\external_libs\fmt\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>
     <Link>
       <AdditionalLibraryDirectories>
@@ -129,7 +129,7 @@
   </ItemDefinitionGroup>
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
     <ClCompile>
-      <PreprocessorDefinitions>USE_SOCKET;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <PreprocessorDefinitions>USE_SOCKET;USE_DEBUG;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <WarningLevel>Level4</WarningLevel>
       <OpenMPSupport>true</OpenMPSupport>
       <FavorSizeOrSpeed>Neither</FavorSizeOrSpeed>
@@ -140,7 +140,7 @@
       <Optimization>Disabled</Optimization>
       <RuntimeLibrary>MultiThreadedDebugDLL</RuntimeLibrary>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
-      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;$(ProjectDir)\..\external_libs\fast_double_parser\include;$(ProjectDir)\..\external_libs\fmt\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>
     <Link>
       <AdditionalDependencies>
@@ -149,7 +149,7 @@
   </ItemDefinitionGroup>
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug_DLL|x64'">
     <ClCompile>
-      <PreprocessorDefinitions>USE_SOCKET;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <PreprocessorDefinitions>USE_SOCKET;USE_DEBUG;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <WarningLevel>Level4</WarningLevel>
       <OpenMPSupport>true</OpenMPSupport>
       <FavorSizeOrSpeed>Neither</FavorSizeOrSpeed>
@@ -160,7 +160,7 @@
       <Optimization>Disabled</Optimization>
       <RuntimeLibrary>MultiThreadedDebugDLL</RuntimeLibrary>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
-      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;$(ProjectDir)\..\external_libs\fast_double_parser\include;$(ProjectDir)\..\external_libs\fmt\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>
     <Link>
       <AdditionalDependencies>
@@ -183,7 +183,7 @@
       <OmitFramePointers>true</OmitFramePointers>
       <RuntimeLibrary>MultiThreadedDLL</RuntimeLibrary>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
-      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;$(ProjectDir)\..\external_libs\fast_double_parser\include;$(ProjectDir)\..\external_libs\fmt\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>
     <Link>
       <AdditionalLibraryDirectories>
@@ -210,7 +210,7 @@
       <OmitFramePointers>true</OmitFramePointers>
       <FunctionLevelLinking>true</FunctionLevelLinking>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
-      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;$(ProjectDir)\..\external_libs\fast_double_parser\include;$(ProjectDir)\..\external_libs\fmt\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>
     <Link>
       <AdditionalDependencies />
@@ -231,7 +231,7 @@
       <OmitFramePointers>true</OmitFramePointers>
       <FunctionLevelLinking>true</FunctionLevelLinking>
       <MultiProcessorCompilation>true</MultiProcessorCompilation>
-      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(ProjectDir)\..\external_libs\eigen;$(ProjectDir)\..\external_libs\fast_double_parser\include;$(ProjectDir)\..\external_libs\fmt\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>
     <Link>
       <AdditionalDependencies>