Libraries that do not come with header files are not meant to be used as a public programming api (in other words: they are not meant for you to be used).

However, Microsoft has a tool that creates a header file for a lib file. I can't remember the name, but surely msdn will give you tons of information.
The qt activex module contains information on this tool too when creating header files for Office objects.

Libraries should ALWAYS be installed in a folder known by the PATH environment variable. On linux, usually /usr/lib on windows c:\window\system... I think.
The same with header files.

If not, you will need to tell qmake or whatever you use to find them. Then it's probably a good idea to include them in your project folder.