You may also want LASzip for compression support.
A sample library is also available to provide data to test your tools.
See Getting Started with libLAS for information how to get started using the tools once they are installed.
OSGeo4W is a binary distribution of a broad set of Open Source geospatial software for Win32 environments (Windows XP, Vista, etc). OSGeo4W includes GDAL/OGR, GRASS, MapServer, and QGIS. Choose the OSGeo4W64 platform, and libLAS 1.8.0+ is only available on OSGeo4W64.
Installing libLAS using OSGeo4W contains information how to install and configure your OSGeo4W build to utilize libLAS.