Quoting the instructions for building OpenSSL:
Then from the VC++ environment at a prompt do:
nmake -f ms\ntdll.mak
When I do this, I get
cl /Fotmp32\cryptlib.obj -Iinc32 -Itmp32 /MT /Ox /O2 /Ob2 /W3 /WX /Gs0
/GF /Gy /nologo -DOPENSSL_SYSNAME_WIN32 -DWIN32_LEAN_AND_MEAN -DL_ENDIAN -DDSO_W
IN32 -D_CRT_SECURE_NO_DEPRECATE -D_CRT_NONSTDC_NO_DEPRECATE /Fdout32 -DOPENSSL_N
O_CAMELLIA -DOPENSSL_NO_SEED -DOPENSSL_NO_RC5 -DOPENSSL_NO_MDC2 -DOPENSSL_NO_CMS
-DOPENSSL_NO_JPAKE -DOPENSSL_NO_CAPIENG -DOPENSSL_NO_KRB5 -DOPENSSL_NO_DYNAMIC_
ENGINE /Zl -c .\crypto\cryptlib.c
cryptlib.c
tmp32\e_os.h(438) : fatal error C1083: Cannot open include file: 'unistd.h': No
such file or directory
NMAKE : fatal error U1077: '"c:\Program Files\Microsoft Visual Studio 9.0\VC\BIN
\cl.EXE"' : return code '0x2'
Stop.
Looks like I am missing setup of some environment variable that will point to where unistd.h. Not sure what it is though.