When I set
Visual Studio 2017 - Windows XP (v141_xp) platform toolset
or Visual Studio 2015 - Windows XP (v140_xp)
Then this compiles with error, because the header is not available, which means that this check #if _MSC_VER >= 1800 is not good enough
https://github.com/NVIDIAGameWorks/PhysX-3.4/blob/c7a921796332e8fcd51f3e05c1a318a41282e1e2/PhysX_3.4/Source/PhysX/src/device/windows/PhysXIndicatorWindows.cpp#L41
When I set Visual Studio 2017 - Windows XP (v141_xp) platform toolset or Visual Studio 2015 - Windows XP (v140_xp) Then this compiles with error, because the header is not available, which means that this check
#if _MSC_VER >= 1800
is not good enough