How do I use my Intel Compilers for Windows with Microsoft Visual Studio 2019?

To use the Intel Compilers with Microsoft Visual Studio 2019 you must customize the install and enable additional workloads.

For Intel C++ and Fortran Compilers for Windows, it is necessary to install the Desktop development with C++ component from Visual Studio. This component is not installed by default. The Intel® Parallel Studio XE installation will detect the missing component and provide a warning, but the installation can still proceed. The component may be installed when Microsoft Visual Studio 2019* is first installed, or may be installed later.

More info: https://software.intel.com/en-us/articles/installing-microsoft-visual-studio-2019-for-use-with-intel-compilers