...
Verify that it's using your zlib and openssl in the CMake configuration
4) libjpeg
Use CMake version from https://github.com/LuaDist/libjpeg
Build static (only used for CBitmap)
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nmake /f Makefile.msvc
8) freetype
Easy CMake 
9)
...
squish
Open the VS sln
Build Release x64
Also build Debug version squishd
10) libogg
libogg_dynamic.sln
...
Download luabind (rpavlik fork for 5.2 compatibility) 
CMake
Need to build separate Debug as well, rename to luabindd
15) sql
Get mysql-connector-c-6.1.6-src
...