I did this

I used the "nmake /f Makefile.vc ..." script in WinBuild folder to build libcurl.dll.
But with this dll, I couldn't use ldap requests with special characters in the query parameters.
In french Active Directory, we have some "nice" OU attributes : "Groupes de sécurité" ... :-(

I rebuild the libcurl.dll with forcing UNICODE with the parameter /DUNICODE in CFLAGS.
And now it works.
I use unicode in my app, I prefer continue using it to request the ldap server instead of converting it to current locale. I'm not sure which locale is used by the destination ldap server.

I expected the following

It thinks it should be nice to add a parameter "ENABLE_UNICODE=" to winbuild/Makefile.vc.
I will send a pull request, I already did it for myself

curl/libcurl version

curl 7.55.1 (Windows) libcurl/7.55.1 WinSSL
Release-Date: [unreleased]
Protocols: dict file ftp ftps http https imap imaps pop3 pop3s smtp smtps telnet tftp
Features: AsynchDNS IPv6 Largefile SSPI Kerberos SPNEGO NTLM SSL

operating system

Windows 10 x64