Method 1: (depreciated)
Buy Visual Studio, download the MySQL sources, and compile the mysqllib project. MSVC will automatically compile several other dependant projects. Extract the libs and the include folder.
Method 2:
Pay attention during your Win32-binary install. There's a checkbox that is off by default which will install the necessary libs and includes.
By the way, plan on using a Microsoft compiler such as MSVT for MySQL development.