I also installed this into the Arduino15 dir
Please keep going down the directory chain on your Windows machine into the /libraries/ folder to copy the pubsubclient library into. I mentioned the Arduino15 directory as a good search term to find the directory tree on a Windows machine, not as the directory to install into. Sorry for the confusion.
I did a .zip download of https://github.com/Imroy/pubsubclient, expanded it and copied it to the location I mentioned. No changes to the library contents were needed.
This is the first paragraph of my /home/ridge/.arduino15/packages/esp8266/hardware/esp8266/1.6.5-1044-g170995a/libraries/PubSubClient/CHANGES.txt file to have something to compare against for version control:
1.9
* Do not split MQTT packets over multiple calls to _client->write()
* API change: All constructors now require an instance of Client
to be passed in.
* Fixed example to match 1.8 api changes - dpslwk
* Added username/password support - WilHall
* Added publish_P - publishes messages from PROGMEM - jobytaffey
1.8
* KeepAlive interval is configurable in PubSubClient.h
* Maximum packet size is configurable in PubSubClient.h
* API change: Return boolean rather than int from various functions
* API change: Length parameter in message callback changed
from int to unsigned int
* Various internal tidy-ups around types