If you want to turn it on (or off) in the project setting, you have to go to:
Configuration Properties -> C/C++ -> Command Line and then under Additional Options you can enter:
/w3#### to set your warning to level 3, and thus enable it; or you can enter /wd#### to disable a warning.
Current (2015,2017,2019,...) Visual Studio Versions also have a dedicated setting to disable warnings under: 
Configuration Properties -> C/C++ -> Advanced : Disable Specific Warnings ... is equivalent to /wd####.
Also useful in recent versions: C/C++ -> All Options and then filter for e.g. "warn".
It would appear that enabling á la /w3#### is not yet exposed explicitly.