Try installing to local directory, which we will zip as an artifact

appveyor.yml

@@ -29,14 +29,17 @@ install:
   # make the osgeo directory
   - ps: mkdir %OSGEODIR% | out-null
 
+  # make an install directory for packacing
+  - ps: mkdir C:\pdalbin | out-null
+
   # get the OSGeo installer
   - ps: wget http://download.osgeo.org/osgeo4w/osgeo4w-setup-x86_64.exe -OutFile C:\temp\osgeo4w-setup.exe | out-null
 
   # and install our dependencies
   - C:\temp\osgeo4w-setup.exe -s http://download.osgeo.org/osgeo4w/ -a -q -P boost-devel,eigen,gdal,geos,hexer,iconv,laszip,libgeotiff,libtiff,libpq,libxml2,nitro,pcl,points2grid,proj,python-numpy,zlib -R %OSGEODIR% > nul
 
   # call our PDAL install script
-  - call .\\scripts\\appveyor\\install.cmd
+  - call .\\scripts\\appveyor\\config.cmd
 
 #cache:
 #  # this should cache our OSGeo4W install between jobs in the build matrix
@@ -47,6 +50,9 @@ build:
   project: PDAL.sln
   verbosity: minimal
 
+after_build:
+  - call .\\scripts\\appveyor\\install.cmd
+
 notifications:
   - provider: Email
     on_build_success: false
@@ -62,7 +68,7 @@ notifications:
     on_build_status_changed: true
 
 artifacts:
-  - path: PDAL\bin
+  - path: C:\pdalbin
     name: pdal-master
 
 deploy:

scripts/appveyor/config.cmd

@@ -0,0 +1,30 @@
+@echo off
+
+cmake -G "Visual Studio 11 2012 Win64" ^
+    -DBUILD_PLUGIN_ATTRIBUTE=%PDAL_OPTIONAL_COMPONENTS% ^
+    -DBUILD_PLUGIN_CPD=OFF ^
+    -DBUILD_PLUGIN_GREYHOUND=OFF ^
+    -DBUILD_PLUGIN_HEXBIN=OFF ^
+    -DBUILD_PLUGIN_ICEBRIDGE=OFF ^
+    -DBUILD_PLUGIN_MRSID=OFF ^
+    -DBUILD_PLUGIN_NITF=OFF ^
+    -DBUILD_PLUGIN_OCI=OFF ^
+    -DBUILD_PLUGIN_P2G=OFF ^
+    -DBUILD_PLUGIN_PCL=OFF ^
+    -DBUILD_PLUGIN_PGPOINTCLOUD=OFF ^
+    -DBUILD_PLUGIN_SQLITE=OFF ^
+    -DBUILD_PLUGIN_RIVLIB=OFF ^
+    -DBUILD_PLUGIN_PYTHON=%PDAL_OPTIONAL_COMPONENTS% ^
+    -DENABLE_CTEST=OFF ^
+    -DWITH_APPS=ON ^
+    -DWITH_LAZPERF=%PDAL_OPTIONAL_COMPONENTS% ^
+    -DWITH_GEOTIFF=%PDAL_OPTIONAL_COMPONENTS% ^
+    -DWITH_ICONV=%PDAL_OPTIONAL_COMPONENTS% ^
+    -DWITH_LASZIP=%PDAL_OPTIONAL_COMPONENTS% ^
+    -DWITH_LIBXML2=OFF ^
+    -DWITH_TESTS=ON ^
+    -DNUMPY_INCLUDE_DIR=%OSGEODIR%\apps\python27\lib\site-packages\numpy\core\include ^
+	-DNUMPY_VERSION=1.8.1 ^
+    -Dgtest_force_shared_crt=ON ^
+    -DCMAKE_INSTALL_PREFIX=C:\pdalbin ^
+    .

scripts/appveyor/install.cmd

@@ -1,29 +1,3 @@
 @echo off
 
-cmake -G "Visual Studio 11 2012 Win64" ^
-    -DBUILD_PLUGIN_ATTRIBUTE=%PDAL_OPTIONAL_COMPONENTS% ^
-    -DBUILD_PLUGIN_CPD=OFF ^
-    -DBUILD_PLUGIN_GREYHOUND=OFF ^
-    -DBUILD_PLUGIN_HEXBIN=OFF ^
-    -DBUILD_PLUGIN_ICEBRIDGE=OFF ^
-    -DBUILD_PLUGIN_MRSID=OFF ^
-    -DBUILD_PLUGIN_NITF=OFF ^
-    -DBUILD_PLUGIN_OCI=OFF ^
-    -DBUILD_PLUGIN_P2G=OFF ^
-    -DBUILD_PLUGIN_PCL=OFF ^
-    -DBUILD_PLUGIN_PGPOINTCLOUD=OFF ^
-    -DBUILD_PLUGIN_SQLITE=OFF ^
-    -DBUILD_PLUGIN_RIVLIB=OFF ^
-    -DBUILD_PLUGIN_PYTHON=%PDAL_OPTIONAL_COMPONENTS% ^
-    -DENABLE_CTEST=OFF ^
-    -DWITH_APPS=ON ^
-    -DWITH_LAZPERF=%PDAL_OPTIONAL_COMPONENTS% ^
-    -DWITH_GEOTIFF=%PDAL_OPTIONAL_COMPONENTS% ^
-    -DWITH_ICONV=%PDAL_OPTIONAL_COMPONENTS% ^
-    -DWITH_LASZIP=%PDAL_OPTIONAL_COMPONENTS% ^
-    -DWITH_LIBXML2=OFF ^
-    -DWITH_TESTS=ON ^
-    -DNUMPY_INCLUDE_DIR=%OSGEODIR%\apps\python27\lib\site-packages\numpy\core\include ^
-	-DNUMPY_VERSION=1.8.1 ^
-    -Dgtest_force_shared_crt=ON ^
-    .
+cmake --build . --target install