Compile nginx from source with 3rd party modules in windows

Hi..

I am new to nginx and have set it up on my windows machine. I want to include a 3rd party module -Sticky module.
But I need to include it in source and recompile it from source.
Could not understand the module readme file as I have never worked on C. Moreover all forums on websites give steps for unix/linux.

Some details on doing this on windows would be great.

Thanks