How to include Curl library ?
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Have a look the qmake manual for LIBS & INCLUDEPATH.
That depends on what compiler you are currently using not Qt Creator itself.
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should i first make .lib file?
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It depends on how you installed libcurl
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I didn't install it I just downloaded the .zip file from theirs site.
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What does it contain ?
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Then you need to build it
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how can I build it and what must I include in a build?
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You have the documentation inside the curl folder, follow it for your installed compiler
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Do I have to make from that folder static library or dynamic library or something else?
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That's up to you and how you would like to use it