Does the same program play embedded video in Linux but fails to do so when the code is ported to Windows, without displaying any error messages? If you already copied libvlc.dll and libvlccore.dll to local directory, along the executable file of your application, consider copying the plug-ins folder also.
You don't have to do this in Linux.
Previous:
Building VLC vith QT4 library on Slackware 12.2
Next:
pqxx::broken_connection