SDL2: https://www.libsdl.org/download-2.0.php
download the appropriate development library for your compiler and unzip it in "./SDL2/"

SDL1 (optional, use SDL2 if you're unsure): https://libsdl.org/download-1.2.php
download the appropriate development library for your compiler and unzip it in "./SDL1/"

libogg: https://xiph.org/downloads/ (libogg)
download libogg and unzip it in "./libogg/", then build the static library

libvorbis: https://xiph.org/downloads/ (libvorbis)
download libvorbis and unzip it in "./libvorbis/", then build the VS2010 static library (win32/VS2010/vorbis_static.sln)

libtheora: https://xiph.org/downloads/ (libtheora)
download libtheora and unzip it in "./libtheora/", then build the VS2008 static library (win32/VS2008/libtheora_static.sln)