For Windows, the library bundles an NMake makefile (Makefile.mak). In order to use it, you must edit Makefile.mak to adjust the values of a number of configuration variables to match your setup. Once you have done that, start the Visual Studio Command Prompt and type

$ nmake /f Makefile.mak # for the Windows 64 target
$ nmake /f Makefile.mak ARCH=win32 # for the Windows 32 target

For Windows platform, it is also possible to compile just the MATLAB MEX files from within MATLAB (using the vl_compile command). This is meant to help less experienced users that may need to recompile the mex file due to binary incompatibilities with older MATLAB versions.

Windows troubleshooting

syntax error: '=' unexpected:

Use nmake /f Makefile.mak. Without /f, nmake will default to the wrong makefile.

'long' followed by 'long' is illegal:

This error is usually caused by attempting to compile outside of the Visual Studio Command Prompt.