The original answer is out of date. Don't use this for installing gdal now. The latest stable version is 2.2 and is easily installed from gisinternals.com or via conda.
Original out of date answer
Rather than building as a plugin for an older release, you could download and use a GDAL 2.1 development snapshot build from GISinternals that contains the new Sentinel-2 driver. Both the MSVC 2012 and MSVC 2013 builds have it compiled in.
gdalinfo --version
GDAL 2.1.0dev, released 2015/99/99
gdalinfo --formats|findstr /I sentinel
SAFE -raster- (rov): Sentinel-1 SAR SAFE Product
SENTINEL2 -raster- (rovs): Sentinel 2
Edit: per Kersten's comment, below is how I added the 2.1.0dev python bindings to a python 2.7 virtualenv. This involves downloading and unzipping/extracting the standalone GDAL build and the Python 2.7 bindings from GISInternals and modifying relevant environment variables.
cd c:\temp
c:\Python27\ArcGISx6410.2\python.exe -m virtualenv venvtest
cd venvtest
SET GDALDIR=%CD%\release-1700-x64-gdal-mapserver
REM Download complete GDAL/MS zip, not the core installer
powershell -command "(New-Object System.Net.WebClient).DownloadFile(\"http://download.gisinternals.com/sdk/downloads/release-1700-x64-gdal-mapserver.zip\", \"release-1700-x64-gdal-mapserver.zip\")"
REM Extract the zip
"C:\Program Files\7-Zip\7z.exe" x -orelease-1700-x64-gdal-mapserver release-1700-x64-gdal-mapserver.zip
REM Python bindings included in the above are for Python 3.4. If you use 2.7, do this
powershell -command "(New-Object System.Net.WebClient).DownloadFile(\"http://download.gisinternals.com/sdk/downloads/release-1700-x64-gdal-mapserver/GDAL-2.1.0.win-amd64-py2.7.msi\", \"GDAL-2.1.0.win-amd64-py2.7.msi\")"
REM Extract the 2.7 py bindings MSI (note this doesn't actually "install" anything)
start /wait msiexec /a "%CD%\GDAL-2.1.0.win-amd64-py2.7.msi" /qn TARGETDIR="%CD%\GDAL-2.1.0.win-amd64-py2.7"
REM replace the 3.4 bindings with the 2.7 ones
xcopy /Y GDAL-2.1.0.win-amd64-py2.7\Lib\site-packages\osgeo\*.pyd %GDALDIR%\bin\gdal\python\osgeo
SET path=%WINDIR%;%WINDIR%\system32
call %GDALDIR%\SDKShell.bat setenv
set PYTHONPATH=%PYTHONPATH%;C:\Temp\venvtest\release-1700-x64-gdal-mapserver\bin\gdal\python\osgeo
call Scripts\activate.bat
python -c "from osgeo import gdal; print gdal.__version__"
2.1.0dev