From SOFAWiki

Enabling syntax highlighting for .cu files

User keywords can be highlighted in Visual Studio by (creating and) editing a file named "usertype.dat" in the directory %vs_install_dir%\Common7\IDE. The CUDA SDK package provides a user.dat files in  %NVSDKCUDA_ROOT%\doc\syntax_highlighting that you can copy to VS dir and modify to suit your needs. The user keywords can be configured to have the colour of the VS keywords (default) or a common colour of their own.

In order for intellisense to work with the ".cu" file extension in visual studio, you need to add extenstion in Tools->Options->Text Editor->File Extension.