As you already have said, .fp file is the 'instrument file' you must load to use function panels. It must be loaded in the 'Instrument' menu, and maybe is automatically loaded by lcltxxxx_app.prj: go and see. (I don't think this project lists it in the 'library' menu, which is useful for libraries and instruments used by several projects you are developing...)
The .h files contain type and function definitions used both by .fp and .lib file.
They need not to be listed in your project window: it's useful to do so for files you must open frequently since they can be accessed rapidly. Whether you have listed them in the project window or not, you MUST #include them in your source code, otherwise you will get a lot of errors like 'type not defined' or so...
.h
files can include other .h files if necessary and useful, so that you can at the end reach the visatype.h, that lists 'Fundamental VISA data types and macro definitions' as said at its beginning.
And if you look carefully in visatye.h, you will find that viSession remaps to an unsigned long variable: the int used in the example maybe comes from an old version that doesn't use VISA, but I recommend you to use viSession types in order to maintain consistency with the VISA environment.
.lib files are collections of functions to be used and linked in your program: your instrument's documentation should tell you if they are necessary to communicate or if there are alternatives to them (.obj or .llb files...).
Finally I suggest you to look into .fp file (Instrument menu >> edit: select the instrument you want and click 'Attach and edit source'). In the source code you will find how LeCroy interfaces its instruments: in some cases I found I was able to reduce original code to a few functions
and discard a lot of what is included in the instrument driver.
Hope this helps...