Hide,
It would be nice to use a folder name that indicates an install (e.g. opensim-core-install) but that's for clarity only. Your selections look fine but the follow up question is whether you invoked the target "INSTALL" from visual studio because if you did you should see a layout of headers and libraries that includes simbody and OpenSim under sdk/include
If you see that then the problem is downstream otherwise it's upstream in building/installing opensim-core. If the issue has been resolved please let us know as well.
Best regards,
-Ayman