There are two ways to build Libidn on Windows: via MinGW or via Visual Studio.
With MinGW, you can build a Libidn DLL and use it from other applications. After installing MinGW (http://mingw.org/) follow the generic installation instructions (see Downloading and Installing). The DLL is installed by default.
For information on how to use the DLL in other applications, see: http://www.mingw.org/mingwfaq.shtml#faq-msvcdll.
You can build Libidn as a native Visual Studio C++ project. This allows you to build the code for other platforms that VS supports, such as Windows Mobile. You need Visual Studio 2005 or later.
First download and unpack the archive as described in the generic
installation instructions (see Downloading and Installing). Don't
./configure. Instead, start Visual Studio and open the
project file windows/libidn.sln inside the Libidn directory. You
should be able to build the project using Build Project.
Output libraries will be written into the
windows/lib/debug for Debug versions) folder.
When working with Windows you may want to look into the special memory handling functions that may be needed (see Memory handling under Windows).