I did it because there were many people that have installed x64 MySQL Server but were compiling TC in 32 bit modes. The .zip contains libs and dlls for 32 bits and 64 bits. It seems that providing a .zip for them to use isn't enough (e.g this topic.).
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On topic: Forget about your MySQL Server installation, Trinity needs the client fields, not the server.
Unzip the provided file to some place (like C:/mysql_libs, create it if it does not exist).
In CMake GUI, click Advanced checkbox, and in MYSQL_LIBRARY point it to C:/mysql_libs/lib_XX/libmysql.lib
XX is 32 if you selected "Visual Studio 12 2013" or 64 if you selected "Visual Studio 12 2013 Win64".
What I just wrote is in the wiki.