mixed asm and C++

I am using visual studio 2008, and I don't know how to use an assembly file (hopefully .asm) in my project, can someone point me in the right direction?
In standard C++ you have the asm keyword working like this: asm("assembly code as string");
In Microsoft C++ you have the __asm keyword working like this:
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__asm
{
    assembly code as normal code
}


If you have assembly files you need to link those to your project
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