I’m not sure why artifacts are always empty but the classified artifacts you’re interested in are not 1st level dependencies (take a look at the pom).
It’s getting hairy so let’s tackle it differently. How about an explicit configuration for the windows natives?
configurations {
winNatives
}
dependencies {
compile 'org.lwjgl.lwjgl:lwjgl:2.8.2'
winNatives 'org.lwjgl.lwjgl:lwjgl-platform:2.8.2:natives-windows'
}
task copyNativesWindows(type: Copy) {
from configurations.winNatives
into "out"
}