I made a Windows port from ofxZmq https://github.com/satoruhiga/ofxZmq
You can find it here:
It is nothing more than actually compiling the zmq lib https://github.com/zeromq/libzmq and then adding the c++ binding classes in the include folder.
You do have to copy the dll files manually to the bin folder.
I have compiled static libs as well but I didn’t figure out yet how to make them work. If anybody can, please feel free
There is also an example on sending video. It works very well with video up to 1280/720.