How to run makefile in Windows
Try to use MSYS : http://www.mingw.org/wiki/MSYS
MSYS is a collection of GNU utilities such as bash, make, gawk andgrep to allow building of applications and programs which depend ontraditionally UNIX tools to be present.
This allows to run bash-like scripts under windows.
MSYS is included in MinGW
package (direct download).
MinGW Shell :
NOTE : CygWin can do this too, I think.
EDIT : The link to MinGW above is 32 bits. If you are interested in a 64 bits version of it, please have a look here.