ZLIB_LIBRARIES should contain the library path, not the directory. Mine gives:
ZLIB_LIBRARIES=/usr/lib/x86_64-linux-gnu/libz.so
but I am on linux. On Windows, it would be something like
ZLIB_LIBRARIES=[...]/zlib-1.2.8/Release/lib/zlib.lib
Not sure about optimized (release) and debug notation though. I'll give a try on Windows soon.
cheers