Why don't you insert on each header the automatic library import , so the windows users doesn't have to manually include the required LIB files? The only side-effect would be that all the required dll's will be direcly needed and not needed as "sub-dependencies".
Use #pragma comment(lib,"tkstep.lib") for example
Many times I didn't know on which LIB file a class was defined , so I ended up by including the entire LIB collection !
Just a tip, from a lazy programmer :)