Basic Windows build instructions, using MinGW:
Install MinGW and the MSYS Developer Tool Kit (http://www.mingw.org/)
* Make sure you have mstcpip.h in MinGW\include
If using MinGW-w64, install pthreads-w64
Install libcurl devel (http://curl.haxx.se/download.html)
* Make sure you have libcurl.m4 in MinGW\share\aclocal
* Make sure you have curl-config in MinGW\bin
In the MSYS shell, run:
./autogen.sh # only needed if building from git repo
LIBCURL="-lcurldll" ./configure CFLAGS="-O3"
make
Literally says it there, try to compile with MinGW and you'll be good to go.