Unfortunately, saying "errors like not supported" means very little to many who may be able to help you figure out what you're missing. Perhaps someone with experience building on Windows will know offhand what the problem is, but for a greater chance of someone being able to help you should post the full and complete errors.
You didn't mention mingw, and I believe that's a build requirement, so if you don't have that installed you might try that first; but if that fails, or you have it already, then post the full errors and those of us who can actually read errors from 'make' will have a better time figuring out what's wrong :>