Several packages are available for building GSL on Windows using Microsoft Visual Studio with the native Microsoft and Intel compilers.
These files are designed for building the repository version of GSL using Visual Studio 2015. No additional build tools are required.
https://github.com/BrianGladman/gsl
This approach, which offers project files for Visual Studio 2010 and 2012, has been tested with GSL versions from 1.8 to 2.3. This can also be used to obtain build files for later version of Visual Studio since these can load files intended for use in the earlier versions of Visual Studio. This approach requires that Perl is installed.
https://github.com/aweatherguy/GSL-on-Windows
Cmake can produce build files for most versions of Visual Studio and for MSBUILD. A Cmake installation is required
https://github.com/ampl/gsl/commit/0cf47581583de7ed4ee1cf0a095066af0d2f97d1
This approach will be especially useful for Visual Studio 2017, which has built-in support for Cmake build files.
For those using NuGet there are win32 and x64 installation packages at: