The BUILDING.md document referenced previously has instructions. One uses the build tools from Visual Studio, or else the full Visual Studio 2017 product:
- Visual Studio 2017: https://www.visualstudio.com/downloads/
- Build tools: https://www.visualstudio.com/downloads/#build-tools-for-visual-studio-2017
Three additional tools are required:
- Git for Windows: http://git-scm.com/download/win
- Python: https://www.python.org/
- OpenSSL: https://www.openssl.org/source/ and https://wiki.openssl.org/index.php/Binaries
Then, run the included .\vcbuild script to perform the build.