Yeah, it is difficult on windows. Though, the main difficulty here is just because you have to cast the ExternalTextureSource to the TheoraVideoController class and use methods of Video clip and other such things... This could be worked around by using the StringInterface commands of ExternalTextureSource. However, not every method is provided with equivilant string commands, and I kinda dislike having to cast class pointers to string numbers, and then convert the string into a number and then recast. Though, one could do that. But, it would require some modifications to the plugin to allow for it.
However, it becomes a mess trying to wrap everything into string pointers. The plugin has many specific methods that would be easiest to make it a more functioning "plugin" if there was a base class for videos so that you did not need to link to the import lib. However, the theora plugin is something that would not really need to be plugged in and out as much as say the rendersystems or scenemanagers do. So, in that case, it is not really a plugin, but more of a lib (currently) - and I do have plans to redue the whole thing into a more flexible static lib that you could just link directly to, and would also not rely on Ogre (so it could be used in any application) - but, that is not for a while.