This is an unofficial mirror for Microsoft's directshow. This only has a build script to build with Python.
You can get the official source from http://www.microsoft.com/en-us/download/details.aspx?id=8279.
Open /baseclasses/baseclasses.sln and build. You can build x64 and x86 in debug and release by running
./build.py
This will build with dynamic runtime library (/MD). If you want to use static (/MT) then do:
./build.py -static