It is recommended that most users download the binary distribution for Windows, available as a Windows Installer package from the PostgreSQL website. Building from source is only intended for people developing PostgreSQL or extensions.
There are several different ways of building PostgreSQL on Windows. The complete system can be built using MinGW or Visual C++ 2005. It can also be built for older versions of Windows using Cygwin. Finally, the client access library (libpq) can be built using Visual C++ 7.1 or Borland C++ for compatibility with statically linked applications built using these tools.
Building using MinGW or Cygwin uses the normal build system, see Chapter 15 and the FAQs in doc/FAQ_MINGW and do/FAQ_CYGWIN. Note that Cygwin is not recommended, and should only be used for older versions of Windows where the native build does not work, such as Windows 98.
All this talk about the build is useless, unless you point out to the user/installer which of the following he/she is suppose to activate with the install:
A person has to be an advanced user and actually edit the file to understand that the setup.bat is the default run file.