The libraries (compiled for MSVC 2010, in your case) should go into the thirdparty/win-libs-vc10-x64/assimp/lib directory, and the header files should go into the …/assimp/include directory.
You can use CMake to generate a VS 2010 solution which you should compile in Release mode to generate the required library. If a VS 2010 solution is supplied, you can use that.
If you wish to build Panda using VS 2015 instead, the precompiled thirdparty packages for VC 2015 that can be downloaded here do include assimp, I believe:
Once you’ve compiled Panda with assimp support, you can set “load-file-type p3assimp” in your Config.prc to enable it.