I really wonder why a dev can't just compress and post a whole build-environment somewhere. Every tool is portable. And with a little skillz it should also be possible to build on a windows environment.
Really, this is no black magic. Its just that you have to connect things carefully. So again, why can't any dev simply provide a completely setup environment which is 100% portable???
However, if it is hard to set it up on windows there still is virtualBox. Its free, its portable and one small linux-distribution with a completely set up buildenvironment would do the job.