Oops! I wasn't clear and recollected wrong.
'libexpat.lib' is the file I had while the rock was looking for 'expat.lib', and also appending '/lib' to the EXPAT_DIR. But this might be an old copy of expat and the rock was expecting something else.
Lua for Windows was indeed helpful, got me started for one. Although did get frustrated when I couldn't find the source and build scripts when bugs came up.
Just a thought: C++ is having difficulty in getting a filesystem standard. Ecosystem is a hard problem, but then again I think Lua appeals mostly to C/C++ programmers and we are used to a bare core and a wild ecosystem... and we like it... right? :)