For CxxWrap, this now works with AppVeyor, using this script. The additions needed start at line 44, where the deps/usr directory is zipped. The artifacts section makes sure the zip file is available for download and the deploy section uploads the binaries to a github release when the build is happening on a tag. With these fairly simple changes, unreleased master binaries are directly available from appveyor, using a permalink that is based on the build name. Release binaries appear automatically as attachments to the GitHub release when a tag is pushed. Combined with @simonbyrne 's excellent Attobot, this means making a release with binaries is as simple as creating the release from the GitHub web interface. Even just pushing a tag from the command line would work, since AppVeyor will create a release for the tag automatically.
The major caveat is that AppVeyor doesn’t have a compiler that matches the Julia compiler, this is discussed at length here. The duration of the compilation process is also limited by the AppVeyor limits, which may be a problem for larger packages.