The PostgreSQL 9.5 FDW api changed a little bit between 9.5beta2 release and 9.5rc1. This means that many FDWs may be broken at the moment. I patched up the OGR_FDW to be compatible with 9.5rc1 and Paul merged this into the ogr_fdw repo.
That said I have not repackaged the Windows PostGIS 2.2.0 9.5 bundle to have this updated library, so as such, if you upgraded to PostgreSQL 9.5rc1, your ogr_fdw will crash your backend if you are using the ones on Stackbuilder. However there are newer versions compiled against 9.5rc1 with the patch on winnie's 9.5 extras folder - http://winnie.postgis.net/download/windows/pg95/buildbot/extras.
We plan to do another release with this patched version (or newer patched version), for PostGIS 2.2.1, which should be out within the next week or so.
I also submitted a patch for ogr_fdw for the new IMPORT FOREIGN SCHEMA support which is available for 9.5+. This patch has not been accepted yet, but I'm hoping it will be in some shape or form before 9.5/PostGIS 2.2.1 release time. How to take advantage of this new feature is briefly described in Import Foreign Schema for ogr fdw for PostgreSQL 9.5. If any one on windows is in a rush to try this new feature, let me know and I'll spin up a binary from my ogr_fdw fork. The IMPORT FOREIGN SCHEMA feature is much more useful than I dreamed it would be for ogr_fdw so I'm very excited.