The equivalent of ./configure in Windows?

I just faced with the same issue and here is what I did,

I first installed MinGw using the installation manager (with msys base included). Then I go to C:\MinGW\msys\1.0\ folder in my pc, where msys.bat (to evoke the MinGW shell) and run it. Then on that bash screen, I navigated to the folder that I wanted to install initially. After that, using "./configure" and "make" worked just fine.

./configure is a script that comes with the source you have downloaded. You will use it the same on windows as you do on any other operating system. Unfortunately, you will need a posix-like shell to run it. A good option for that is to use mingw or cygwin

Actually, ./configure is not Linux-specific at all. Its original purpose was to smooth over the differences between the many variants of Unix now thankfully relegated to the dust heap of history, but nowadays it may well know how to set up things to work on Windows.

I would install the MinGW/MSYS development tools and see if the configure script is happy in that environment. (If that doesn't work, I can't help you any further.)