This .zip archive contains DLL libraries and the associated header (.h) and module-definition (.def) files of NLopt compiled for Win32. In order to link to this .dll files from Visual C++, you need to create a .lib "import libraries" for it, and can do so with the "lib" command that comes with VC++. In particular, run: lib /def:libnlopt-0.def To compile the Matlab plugin, use the Matlab "mex" compiler on the file nlopt_optimize.c (being sure to link to the libnlopt DLL) in the matlab subdirectory. To build the Python plugin (assuming that you have Python and Numpy installed), do: python setup.py build_ext --inplace They were compiled by the GNU C compiler for MinGW, specifically: i586-mingw32msvc-gcc (GCC) 4.2.1-sjlj (mingw32-2)