>>Do I need to compile from source?
Windows Installation Package is fine, this should work.
This is included along with zorba_api.dll in [ZORBA_INSTALL_DIR]\share\php
The error could be caused by two reasons:
a) zorba_api.dll is not able to locate zorba_simplestore.dll. Make sure your zorba_api.dll is able to reach zorba_simplestore.dll, the easy way is through PATH environment variable.
b) you have an older zorba_api.dll not related to a newer zorba_simplestore.dll. Make sure you don't have an older version of zorba colliding with your current version.