Update: OpenSSL is now required (due to some bad DLL dependencies, I do not advice you to use the prebuilt package). You need to compile it and copy the headers and libs to proper locations. Rename libeay32.a to libssleay32MT.a for now (I will fix this some day).
Also, boost 1.34 needs to be patched for mingw, see
http://lists.boost.org/Archives/boost/2007/06/124040.php (luckily, you do not need to recompile boost after the patch).
All in all, compiling PokerTH on Windows is just not as easy as it should be, I'm afraid, due to all these dependencies...