This is basically a copy of nodejs/node-v0.x-archive#4051, since it looks like that repository is obsolete and the problem still exists in the latest version of Node.
In the Node development package on Windows, the include directory has an openssl subdirectory with all of the OpenSSL headers, but the node.lib libraries do not export those symbols to link against.
This means that any Node extension that wants to use OpenSSL must instruct its users to follow the instructions at https://github.com/nodejs/node-gyp/wiki/Linking-to-OpenSSL#windows.