
For Windows: the dlls and .lib are downloaded from
http://curl.haxx.se/download.html
The .h files for curl are in the curl/ subdirectory,
also downloaded from http://curl.haxx.se/download.html
The subdirectory curl/ is used only foor Windows.

For Linux, the libcurl and libcurl-dev packages need to be installed using
the distribution's package manager.
The files curl/*.h then comes from the installation 
directory of libcurl.
In some Linux distributions, libcurl-dev might be called libcurl-gnutls-dev or
libcurl-openssl-dev. In addition, the release number might be attached as,
for instance, in libcurl4 and libcurl4-openssl-dev.

For other systems: see the instructions at http://curl.haxx.se/download.html
