Hi Tim,  

Thank you for the message. Right, the recent MKL version have provided a "build" menu in MSVC environment. Click one button, all of environment setting and required library are ready in your project. (as below image).





But unfortuntely, the feature is not avaiable in current Intel Fortran Compiler.  You may add/claim library path; add/claim header path manually.

For use LAPACK95, BLAS95 interface,   the new MKL version 10.2 (you can upgrade the latest intel compiler to see it also ) contains the precompiled interface libraries and the corresponding precompiled interface modules for BLAS95 and LAPACK95 precompiled interface modules for BLAS95 and LAPACK95 in install package.
See <http://software.intel.com/en-us/articles/blas-and-lapack-fortran95-mod-files/>
So we don't trouble to build them by ourselves.

Please note: as the interface libraries are not MKL standard library,  so the "one button" integration don't support it.  You may add them manually if you are using the interface,
in details,
1. <project name> > Properties > Configuration Properties > C++ > General > Additional Include Directories property is appended with <mkl directory>\include
add C:\Program Files\Intel\MKL\10.2.0.014\include\ia32,
Please keep existing path, i.e: C:\Program Files\Intel\MKL\10.2.0.014\include

2. The <project name> > Properties > Configuration Properties > Linker >Input> Additional Dependencies
add mkl_lapack95.lib|mkl_blas95.lib 
Please keep existing library, i.e mkl_intel_c.lib mkl_intel_thread.lib mkl_core.lib mkl_solver.lib libiomp5md.lib 

Best Regards,
Ying