I've built MPIR, MPFR, and MPC with Visual Studio as part of gmpy ( https://code.google.com/p/gmpy/ ). A full snapshot of my directory structure, with all the source files, is available as https://gmpy.googlecode.com/files/full-src-mpir-mpfr-mpc-gmpy2-2.0.2.zip
Look for a file called windows_build.txt; it contains my notes for building a new release of gmpy2. It may not answer all your questions but it will give you a known working environment to start from.