Cannot load openssl libraries when set to iohSchannel

Using the client test demo, I switch the TLSOption to SChannel and continue to get the exception error.
#exception: Could not load SSL library

This is a new/fresh install and no other changes so I apologize if this has been asked. I did a quick search and didn't see it. Any help would be appreciated.

Also, is there a console app for a simple web socket client. Or more importantly for me, a DLL example using Schannel?