Getting Lapack and Blas libraries in windows is quite annoying since there is not any prebuilt package that I am aware of. You need to compile a distribution of ATLAS, but this is quite demanding since there are a lot of dependencies for windows and current version appears like
One alternative solution, that I am exploring is based on extraction of symbols from R. You install it and then from Visual Studio command prompt perform a:
dumpbin /EXPORTS Rlapack.dll > Rlapack.def
dumpbin /EXPORTS Rblas.dll > Rblas.def
Next step is to use the calling standard described here. I will discuss about it in a follow-up posting.