1. Download zlib from zlib site - latest version now is 1.2.11
2. Unzip archive in a folder (C:\zlib)
3. Open 'Developer Command Prompt for VS 2017'. Click on Windows start button and start typing 'Developer Command…', then click on the cmd (evetually right click on it and choose 'Run as administrator')
4. cd C:\zlib
5. nmake /f win32/Makefile.msc

Output:

Microsoft (R) Program Maintenance Utility Version 14.16.27032.1
Copyright (C) Microsoft Corporation.  All rights reserved.

        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\adler32.c
adler32.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\compress.c
compress.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\crc32.c
crc32.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\deflate.c
deflate.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\gzclose.c
gzclose.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\gzlib.c
gzlib.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\gzread.c
gzread.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\gzwrite.c
gzwrite.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\infback.c
infback.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\inflate.c
inflate.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\inftrees.c
inftrees.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\inffast.c
inffast.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\trees.c
trees.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\uncompr.c
uncompr.c
        cl -c -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  .\zutil.c
zutil.c
        lib -nologo -out:zlib.lib adler32.obj compress.obj crc32.obj deflate.obj gzclose.obj gzlib.obj gzread.obj  gzwrite.obj infback.obj inflate.obj inftrees.obj inffast.obj trees.obj uncompr.obj zutil.obj
        rc /dWIN32 /r /fozlib1.res ./win32/zlib1.rc
Microsoft (R) Windows (R) Resource Compiler Version 10.0.10011.16384
Copyright (C) Microsoft Corporation.  All rights reserved.

        link -nologo -debug -incremental:no -opt:ref -def:./win32/zlib.def -dll -implib:zdll.lib  -out:zlib1.dll -base:0x5A4C0000 adler32.obj compress.obj crc32.obj deflate.obj gzclose.obj gzlib.obj gzread.obj  gzwrite.obj infback.obj inflate.obj inftrees.obj inffast.obj trees.obj uncompr.obj zutil.obj  zlib1.res
   Creating library zdll.lib and object zdll.exp
        if exist zlib1.dll.manifest  mt -nologo -manifest zlib1.dll.manifest -outputresource:zlib1.dll;2
        cl -c -I. -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  ./test\example.c
example.c
        link -nologo -debug -incremental:no -opt:ref example.obj zlib.lib
        if exist example.exe.manifest  mt -nologo -manifest example.exe.manifest -outputresource:example.exe;1
        cl -c -I. -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE -nologo -MD -W3 -O2 -Oy- -Zi -Fd"zlib"  ./test\minigzip.c
minigzip.c
        link -nologo -debug -incremental:no -opt:ref minigzip.obj zlib.lib
        if exist minigzip.exe.manifest  mt -nologo -manifest minigzip.exe.manifest -outputresource:minigzip.exe;1
        link -nologo -debug -incremental:no -opt:ref -out:example_d.exe example.obj zdll.lib
        if exist example_d.exe.manifest  mt -nologo -manifest example_d.exe.manifest -outputresource:example_d.exe;1
        link -nologo -debug -incremental:no -opt:ref -out:minigzip_d.exe minigzip.obj zdll.lib
        if exist minigzip_d.exe.manifest  mt -nologo -manifest minigzip_d.exe.manifest -outputresource:minigzip_d.exe;1

The output files are:

• zlib.lib and zlib.pdb - static library lib and pdb
• zdll.lib, zlib1.dll and zlib1.pdb - for dynamic linking - lib, dll and pdb

Use zlib.lib and zlib.h in your project.