This directory used to contain libraries and other resources used to build Ethereal under Windows. As of October 2004 they have been moved to a Subversion repository.
Better yet, instead of downloading them individually you can run
within your Windows development environment and the libraries will be downloaded for you into the default location (c:/ethereal-win32-libs). For more information on this and on the files themselves, please refer to the file README.win32 in the Ethereal distribution. The Developer's Guide has more information on the build process.