How to install SWIG?
Download Miniconda.
Then follow this guide and do: conda install -c anaconda swig
no installation is needed. you just have to set the environment variable to point to the "swig" 's executable which is under the root directory of swig
On the SWIG site, you can download for example the swigwin-2.0.7 zip directory for windows's swig. unzip it in a directory of your choice for example on "C:\Program Files"
directory if you want. After this, you have the swig executable in the "C:\Program Files\swigwin-2.0.7"
directory: "C\Program Files\swigwin-2.0.7\swig"
you have to set now the environment variable "path" to point to this swig exec: add for this the "C:\Program Files\swigwin-2.0.7" path to the "path"variable according to my example; that is all you need to use swig on windows. You can now play with swig so, open a prompt "cmd" and just type "swig --help" on this prompt you can see a list of the differents options you can use with swig.
If you d'ont have visual c++, you can use for example codeblock, that is my case so the link below could be a help for you : http://wiki.codeblocks.org/index.phptitle=Adding_support_for_non_C/C%2B%2B_files_to_the_build_system
The page http://www.swig.org/download.html has a specific download for Windows with a pre-built version of swig.exe. You can download it and avoid the hassle of compiling swig by yourself.
If you really need to, you can consult the file Doc/Manual/Windows.html that contain Windows-specific instructions to build SWIG.
Finally, to answer your specific question, the syntax
./configure
is a UNIX-style command that means 'execute the program named configure in the current directory' (the dot)
On Windows, you would type
.\configure
or even simpler, as all files are executable on Windows, only
configure
... BUT this will not work as the said 'configure' script is a bash script that will not run in a Windows shell.