Download from http://zlib.net/
extract it

For x86

nmake -f win32/Makefile.msc OBJA=inffast.obj
MT -manifest zlib1.dll.manifest -outputresource:zlib1.dll;2

For x64

nmake -f win32/Makefile.msc AS=ml64 LOC="-DASMV -DASMINF -I." OBJA="inffasx64.obj gvmat64.obj inffas8664.obj"

Done :-)