Free Download Manager (File/Import/Import list of downloads).
Put them in the win32\deps-x86 and win32\deps-x64 folders respectively. Extract them by running win32\dep-extract.bat.
You can use other paths, but then you must update them in win32\build-x86.bat, win32\build-x64.bat and src\makeinc.skel.mak.
If everything went fine, the resulting binaries will be found in win32\dist-x86 and/or win32\dist-x64. It was easy, wasn't it?