NuGet is a package management system for MS-Windows.
It is similar in spirit to tools like Maven or Gradle.

It was originaly for .Net only packages but it has 
recently been augmented to working with native packages.
http://docs.nuget.org/docs/reference/support-for-native-projects

The instructions for building a NuGet package can be found here:
http://coapp.org/pages/tutorials.html


The basic procedure is to first build all 
the artifacts and then run ...
 Write-NuGetPackage .\libzmq.autopkg 

The *.nuget files thus produced can then be installed
in a local repository or uploaded to one of the nuget servers.