You need to include the ole32.lib import library in your project. You can find this library in the <CVI>\sdk\lib directory if you have the Windows SDK installed for CVI.
I would like to add that you should really be calling CA_InitActiveXThreadStyleForCurrentThread instead
of CoInitialize. CVI provides routines for using ActiveX, and this
function initializes COM (by calling CoInitialize) and takes care of
any other initialization CVI might need (ActiveX callbacks in multiple
threads etc.)