If building the openocd Linux executable succeeds, i.e. all prerequisites are available, building a Windows executable should be easy, provided the x86_64-w64-mingw32 compiler toolchain is installed.
Run setup-libs.sh to download prebuilt libusb and hidapi DLLs from github.com/libusb
to subdirectories:
sh setup-libs.sh
After setting up the sources, as explained in the top-level README, run
sh build.sh
inside this windows subdirectory. On success, there should be an openocd binary in ../openocd/src.
An installation subdirectory dist may be set up using
sh mkdist.sh
This installs the executable, the hidapi.dll and required OpenOCD scripts to that subdirectory, that also contains some example scripts to test the driver.