sources from http://zlib.net/zlib-1.2.8.tar.gz

extract to c:\code\zlib-1.2.8

mkdir c:\code\zlib-1.2.8\build
cd c:\code\zlib-1.2.8\build
cmake -G "Visual Studio 14 2015" ..
open visual studio solution
set static targetname to zlib(d)
set runtime to Multithreaded(debug)
build debug and relwithdebinfo

copy both debug and release versions, including pdb and headers and package