The most convenient way of getting the LilyPond source, is to run setup.exe and check the source option next to LilyPond in the Packages View dialogue window.
You can get the latest version of LilyPond at ftp://ftp.lilypond.org/pub/LilyPond/.
You need the following packages to compile Lilypond on Windows (ie, for Cygwin).
The GNU + Cygnus tools, 1.3.10 or newer.
These binaries are cross compiled for Windows on a GNU/Linux box using mknetrel. Get it from:
cvs -d:pserver:anoncvs@sources.redhat.com:/cvs/cygwin-apps co mknetrel
If your distribution does not include a Cygwin cross building
environment, you can quite easily create one using mknetrel.
Apply the
mknetrel-cross-tools patch, and read CROSS-TOOLS.
Although mknetrel is well suited for this, the mknetrel maintainer does not see any reason to include this patch.
You can also get precompiled binaries for GNU/Linux ix68.
Compiling on Windows should be possible, but how should we know? If you have any experiences you want to share, please do so at Compiling on Windows. Or write to one of the mailing lists.
Installing LilyPond on Windows is similar to a unix installation, but
needs a number of extra tricks. All code for these tricks can be
found in LilyPond's mknetrel build script in the source package
directory cygwin/mknetrel and mknetrel:extra/lilypond.
As LilyPond is now included in the Cygwin distribution, the LilyPond installer is no more. Use Cygwin's setup.exe.