Beginning with version 1.1.0 OpenSSL did change their libary names!
libeay32.dll is now libcrypto-*.dll (e.g. libcrypto-1_1-x64.dll for OpenSSL 1.1.x on 64bit windows)
ssleay32.dll is now libssl-*.dll (e.g. libssl-1_1-x64.dll for OpenSSL 1.1.x on 64bit windows)