Windows is not yet supported but we do expect to support it in the longer term. We are hoping to support a gcc compiler on windows in the next release. We expect to support Visual Studio in the future, but there are other features of higher priority at this time. Demand could certainly affect our prioritization.
I think the current (0.1) release will build with Visual Studio for purposes of smoke testing and feeling out some issues. It isnt a real port and is brittle so it isnt documented or something I want to support. But it is enough to prototype something and perhaps generate feedback from if you want to try.
To build 0.1 on Windows for Visual Studio follow the instructions for linux/mac running the python prepare_dependencies.py script. It will download and install cmake. After it builds the dependencies, Run cmake -G "NMake Makefiles" and use nmake.
All the tests should pass except for SSL support because configuring the curl build for SSL is more involved on windows (and you probably need perl for their standard process). You could try building that yourself or obtaining a prebuilt binary. It looks like the windows builds for curl are not current, but I assume older builds will work also.
The above will not necessarily work for the next release though, as noted, we hope to officially provide cygwin and/or mingw.