I was getting the same lot of linker errors trying to install curb against the latest (at the time of this post) libcurl 7.32.0. Unfortunately, older versions that used to work for me before (e.g. 7.19.4) no longer include x86-mingw packages with the library and headers.
Here you can find a list of packages including libcurl 7.24.0 that can help you build the extensions. The first post also explains how to extract them and set up the environment. I was then able to install curb 0.8.5 with gem install curb -- --with-opt-dir=c:/path/to/libcurl
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