I just downloaded Mosquitto and I could compile the \lib ([File] [New] [Project From Existing Code...]) with :
[C++] [Preprocessor] Preprocessor Definitions
WIN32;mosquittopp_EXPORTS
[Linker] [Input] Additional Dependencies
Ws2_32.lib
[General] [Configuration Type]
Dynamic Library (.dll)
=>
1>Mosquito.vcxproj -> E:\Sources\mosquitto-master\lib\x64\Debug\Mosquito.dll
1>Done building project "Mosquito.vcxproj".
========== Build: 1 succeeded, 0 failed, 0 up-to-date, 0 skipped ==========