Why on earth are you adding those files to your compiler installation path?? The compiler has command line options for specifying search paths.
For instance,
cl /I"path/to/mpfr/header" <...filenames...> /link /LIBPATH:"path/to/mpfr/lib" mpir.lib mpfr.lib
You should only have to send your source code, mpir.h, mpir.lib, mpfr.h and mpfr.lib. The PDB files contain debugging information, and are not necessary for compilation.
Also, I don't know how to create a makefile, but a simple batch file with the command above should suffice for something so simple.