It is recommended that most users download the binary distribution for Windows, available as a graphical installer package from the PostgreSQL website. Building from source is only intended for people developing PostgreSQL or extensions.
There are several different ways of building PostgreSQL on Windows. The simplest way to build with Microsoft tools is to install Visual Studio Express 2015 for Windows Desktop and use the included compiler. It is also possible to build with the full Microsoft Visual C++ 2005 to 2015. In some cases that requires the installation of the Windows SDK in addition to the compiler.
It is also possible to build PostgreSQL using the GNU compiler tools provided by MinGW, or using Cygwin for older versions of Windows.
Finally, the client access library (libpq) can be built using Visual C++ 7.1 or Borland C++ for compatibility with statically linked applications built using these tools.
Building using MinGW or Cygwin uses the normal build system, see 16장 and the specific notes in 16.7.4절 and 16.7.2절. To produce native 64 bit binaries in these environments, use the tools from MinGW-w64. These tools can also be used to cross-compile for 32 bit and 64 bit Windows targets on other hosts, such as Linux and Darwin. Cygwin is not recommended for running a production server, and it should only be used for running on older versions of Windows where the native build does not work, such as Windows 98. The official binaries are built using Visual Studio.
Native builds of psql don't support command line editing. The Cygwin build does support command line editing, so it should be used where psql is needed for interactive use on Windows.