Step 1: Download mosquito from the Download section of Mosquitto.org.
Step 2: It will take you to the Eclipse repository with mirror options through which you can download the exe file.
Step 3: Double clicking the downloaded exe will throw you with the following screen through you might need to download the OpenSSL and pThreads.
Quick Links:
pThreads: ftp://sources.redhat.com/pub/pthreads-win32/dll-latest/dll/x86/
OpenSSL: http://slproweb.com/products/Win32OpenSSL.html
Excellent
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