This will sound like Windows/Mac hate (and let's admit it is a bit), but more and more viruses will target Windows to mine coins and/or steal Wallets.
So never have wallet on Windows - if you have it have been probably already stolen (hopefully you encrypted it) or it's going to be. Even if you have newest version of firewall and antivirus it won't fix essential bugs and/or security holes in your OS.
The fact that it is windows is fairly moot, I mean windows has always been a target given its market share in home users and office spaces, if apple or *nix pulled off the same trick back in the eighties and gobbled up users into the nineties, virus/trojans would be *nix based.
They didn't bother too encrypt the strings in the DLL and there isn't anything else in there other than the URL to download and the command lines to start minerd. Thats not to say that the miner doesn't carry something since it looks like they built it from sources with mingw64 and it executes as a normal minerd from the command line, also the version number reflects this based on the last commit on Github for cpuminer-multi and its build date, but original exploit/script could have had addition payloads, but at least I don't keep any wallets on this or any always connected machines.