Fixed win32 build : wrong file path and missing link directories in CMakeLists.txt

The PR should be quite straight forward:

- Some file has been moved, but its path was not updated in CMakeLists
- Looks like some external link dirs were missing

TestCpp now builds out of the box, just by doing :

```
mkdir buildcmake
cd buildcmake
cmake ..
MSBuild Cocos2dx.sln
```

We use cocos in a CMake project, so we need it to build as a cmake subdirectory.
Feel free to ask any question.