These dependencies are built for Pygame 1.8 and Python 2.4 and later. They were built using the msys_build_deps.py script included with the Pygame source files. The dependencies were compiled and linked with MinGW. See the wiki at pygame.org for details. There size was reduced using strip --strip-all. They link to the Windows C library msvcr71.dll, which is provided with Python. This list of libraries shows the version used in the prebuilt as well as a link to the actual source bundle used.
To use, place the prebuilt directory in the root directory of the Pygame source. Use the Visual C, not the MSYS, option when configuring setup.py, and choose prebuilt.