If you're using Windows 10, it is built into the Linux subsystem feature. Just launch a Bash prompt (press the Windows key, then type bash
and choose "Bash on Ubuntu on Windows"), cd
to the directory you want to make and type make
.
FWIW, the Windows drives are found in /mnt
, e.g. C:\
drive is /mnt/c
in Bash.
If Bash isn't available from your start menu, here are instructions for turning on that Windows feature (64-bit Windows only):