Note: Compiling on Windows with free Microsoft compilers

All

Though I understand the MinGW environment is recommended for compiling
all of PostGreSQL on Windows, one can (as stated in the documentation)
use MSVC to compile just the essential client stuff (psql, libpq.dll,
libpq.lib).

This is just a note to observe that the same is possible without
shelling out for MSVC. Microsoft makes the identical optimizing
compiler available in a command-line version at

http://msdn.microsoft.com/visualc/vctoolkit2003/

It does not have all the libraries you need (in particular
MSVCRT.lib)....so it is also necessary to get the Platform SDK at

http://www.microsoft.com/msdownload/platformsdk/sdkupdate/

I also grabbed the .NET framework development kit from

http://msdn.microsoft.com/netframework/downloads/updates/default.aspx

Once you have installed all that stuff, you need to make sure that
nmake.exe, cl.exe and link.exe are in your $PATH (mostly taken care of
by the batch-file-command-shell included with the compiler). Then, I
found it necessary to modify win32.mak in the interfaces/ subdirectory
of the postgresql source distribution with a linker directive telling
it where to find MSVCRT.lib. I did this by putting setting
LOPT=/LIB:<dirpath> win win32.mak.

Hope that helps somebody.

- Brian