Building Nginx into library
My answer came somehow late. I have already build a windows static library from nginx source and using the configuration file delivered with. You have to remove nginx.c file from Makefile build rule. Then you must make sure your MAIN function does the same as nginx.c main function.
It's a little awkward to integrate Nginx in other project because it was designed to be the backbone and the other part would be staticly linked-module.
Bon Courage;)