The warning is a protection mechanism in the compiler when linking static libraries made with one version of the VC compiler with code built by another version of the VC compiler. This only matters for some specific headers, notably STL, but can also get pulled in by some other headers in older versions of the compiler (such as stdint.h). This does not affect import libraries for DLLs, just static libraries that contain code.
I'm guessing you are using a static library of Effects 11 that was built by the book author, since we never shipped a static library of it just the source in the legacy DirectX SDK.
The solution here is really simple: Build Effects 11 yourself with your current compiler. The latest version of Effects 11 is on CodePlex.
Note that the book you are using likely has some other deprecated D3DX11 stuff as well. See this blog post for some modern replacements. Also be aware that since you are apparently using Visual Studio 2013 (the MSCVER 1800 compiler), but the book was using Visual Studio 2010 (the MSCVER 1600 compiler), the setup for projects that use legacy DirectX SDK must change since VS 2012 and VS 2013 have the Windows 8.x SDK. See MSDN and this blog post.