Add .dll (and a .exe) files to the gyp build:

rlz/rlz.gyp

Index: rlz/rlz.gyp
===================================================================
--- rlz/rlz.gyp	(revision 0)
+++ rlz/rlz.gyp	(revision 0)
@@ -0,0 +1,29 @@
+# Copyright (c) 2009 The Chromium Authors. All rights reserved.
+# Use of this source code is governed by a BSD-style license that can be
+# found in the LICENSE file.
+
+{
+  'includes': [
+    '../build/common.gypi',
+  ],
+  'conditions': [
+    [ 'OS == "win"', {
+      'targets': [
+        {
+          'target_name': 'rlz',
+          'type': 'none',
+          'msvs_guid': 'BF4F447B-72B5-4059-BE1B-F94337B1F385',
+          'copies': [
+            {
+              'destination': '<(PRODUCT_DIR)',
+              'files': [
+                'binaries/rlz.dll',
+                'binaries/rlz_dll.pdb',
+              ],
+            },
+          ],
+        },
+      ],
+    }],
+  ],
+}