I had an issue installing the CAT Creation Tool on Windows today, and I’m posting the solution here for anyone who is having the same problem. It wasn’t able to build zstd due to missing stdlib.h, even though I had Visual Studio 2019 and 2022 build tools and the app.
The solution for me was to install a C compiler (I went for MinGW since it’s a port of GCC) and add the appropriate bin folders to the path. After I did this, I was able to build it properly. Not sure why pip didn’t use Visual Studio, and I don’t know much about C and compiling, but hopefully this helps someone.