(optional) To build shared library libsvm.dll, type nmake -f Makefile.win lib 4. (optional) To build 32-bit windows binaries, you must (1) Setup "C:\Program Files (x86)\Microsoft Visual Studio 12.0\VC\bin\vcvars32.bat" instead of vcvars64.bat (2) Change CFLAGS in Makefile.win: ...