It's very simple. First you have to run the classic configure script. This script leaves everything adapted to your PC. Then just type make, make install. In Windows 10 it can be installed in native, on MSYS2-MINGW or on CYGWIN. In the first 2 you get EXE windows. And the last one is POSIX. You don't need to install a Linux at all. And on this same website you will find EVERYTHING you need.