Try this on CP
Zip Utils - clean, elegant, simple, C++/Win32[
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You simply merge it into your source code - really not different form a LIB for which you need at least a header file with the exported functions.
Anyway it is possible to create a LIB from a project that compiles an exe: just be sure it exist a .def file that exports the desired functions and change the project type in VisualStudio (or refer to the documentation of your linker).