By default when building for Debug configuration in VS, it uses /MDd option, while (I assume) glfw3.lib has been compiled with /MD option.
As a workaround one can change the option in VS as follows (I leave it here for people who strugled with this issue too):
- Ensure that Configuration is set to Debug;
- C/C++ → Code Generation → Runtime Library;
- Choose /MD from the drop-down list.
Though, it would be nice to have glfw3_d.lib and glfw3_mt_d.lib, that are compiled with /MDd and /MTd options respectively, in the archive with the pre-compiled binaries for windows.