The website page /manual/en/install.windows.php and locale "it" version (perhaps others?) are missing key information compared to other locale versions of this page. Versions for "he", "de" and "fr" contain additional information, such as http://ca.php.net/manual/he/install.windows.php:
[Begin quote]
Preparations
Before you get started, you have a lot to download... 


For starters, get the Cygwin toolkit from the closest cygwin mirror site. This will provide you most of the popular GNU utilities used by the build process. 

Download the rest of the build tools you will need from the PHP site at http://www.php.net/extra/win32build.zip. 
[End quote]

Compared to:
[Begin quote]
Requirements
To compile and build PHP you need a Microsoft Development Environment. Microsoft Visuaul C++ 6.0 is recommended. To extract the downloaded files you need a extraction utilitiy (e.g.: Winzip). If you don't already have an unzip utility, you can get a free version from InfoZip. 

Before you get started, you have to download... 


..the win32 buildtools from the PHP site at http://www.php.net/extra/win32build.zip. 
[End quote]

The "en" and "it" version of this page makes passing mention of cygwin as if it is incidental, whereas in fact it (or equivalent UNIX tools) is a prerequisite to building under MS-Windows.