It is recommended that most users download the binary distribution for Windows, available as a Windows 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 complete system can be built using MinGW or Visual C++ 2005. It can also be built for older versions of Windows using Cygwin. 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 15장 and the specific notes in 15.8.5절 and 15.8.2절. Cygwin is not recommended and should only be used for older versions of Windows where the native build does not work, such as Windows 98.