This repository is no longer required. PECL now supports windows extensions fully. To find a list of all extensions go here: http://windows.php.net/downloads/pecl/releases/
ZMQ extensions are here: http://windows.php.net/downloads/pecl/releases/zmq/
All instructions for installation are the same as below.
Finding ZMQ binaries for PHP on Windows is difficult, the official site doesn't work. So I decided to make a repo of the updated ones I find.
Put the libzmq.dll into your PHP's binary directory. Put the php_zmq.dll (the appropriate one, try each of them) into your php/ext directory. Write this into your php.ini (cli and http):
[ZMQ]
extension=php_zmq.dll
Install the ZMQ client, either the one I bundled or download one from the main site. Restart and test out the modules with "php -m" in the CLI.
Also refer to these sites for new releases: