Compiling something on Linux is a piece of cake, even with dependencies, compared to Windows.
In Linux, the dependencies are just apt/dnf/yum away. In Windows, you have to build them, including their dependencies. There is no ./configure, no cmake config, it either has VS solution file (if you are lucky, it will even work with your version), or not. If you have the dependency library somewhere, you have to edit that project file tell the VS manually where it is. If you weren't lucky with an existing sln file, it's time to make your own.
Reading README to learn about dependencies and running configure with some flags is fine, compared to that.
In Linux, the dependencies are just apt/dnf/yum away. In Windows, you have to build them, including their dependencies. There is no ./configure, no cmake config, it either has VS solution file (if you are lucky, it will even work with your version), or not. If you have the dependency library somewhere, you have to edit that project file tell the VS manually where it is. If you weren't lucky with an existing sln file, it's time to make your own.
Reading README to learn about dependencies and running configure with some flags is fine, compared to that.