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The windows distribution ships libopenblas.dll but does not include its dependencies:
libgcc_s_seh-1.dll
libgfortran-3.dll
libquadmath-0.dll
As the typical user of the windows binary distribution (I would assert) ought not be required to already have these on their system (if they did, they'd more likely be inclined to build from source), so I would suggest they be included in the download bundle.
The discussion in #296 touches on the dependency issue, but there the discussion veers toward statically linking the dependencies. That would be fine with me, but so would just distributing these extras in the bundle.