I built wireshark 2.5.0 however there are no dissectors in the epan/dissector directory, there are in the wireshark source directory copied with Git

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On Windows, the build is done using CMake as an "out-of-tree build". This means that the compilation is done in a directory separate from the sources.

You custom dissectors should be placed in the C:\Wireshark\epan\dissectors directory along with the standard dissectors (best done by creating a personal git branch) and creating a CMakeListsCustom.txt from the example in the epan\dissectors directory, and then a CMake generation and build with msbuild as per normal.