Looks like Windows Ruby 2.0 still has the buggy mkmf

Author: sodabrew

ext/mysql2/extconf.rb

@@ -52,6 +52,13 @@ def add_ssl_defines(header)
 # If the user has provided a --with-mysql-dir argument, we must respect it or fail.
 inc, lib = dir_config('mysql')
 if inc && lib
+  # Ruby versions below 2.0 on Unix and below 2.1 on Windows
+  # do not properly search for lib directories, and must be corrected:
+  # https://bugs.ruby-lang.org/projects/ruby-trunk/repository/revisions/39717
+  unless lib && lib[-3, 3] == 'lib'
+    @libdir_basename = 'lib'
+    inc, lib = dir_config('mysql')
+  end
   abort "-----\nCannot find include dir(s) #{inc}\n-----" unless inc && inc.split(File::PATH_SEPARATOR).any? { |dir| File.directory?(dir) }
   abort "-----\nCannot find library dir(s) #{lib}\n-----" unless lib && lib.split(File::PATH_SEPARATOR).any? { |dir| File.directory?(dir) }
   warn "-----\nUsing --with-mysql-dir=#{File.dirname inc}\n-----"