You need the "Microsoft Windows Platform SDK" as well (all the windows-specific include and library files):
http://www.microsoft.com/msdownload/platformsdk/sdkupdate/
/ Johan Schön (Firefruit)
Previous text:
2004-04-18 23:39: Subject: Free Optimizing C++ Compiler from Microsoft
That might be enough to compile Pike.
/ Peter Bortas (Kein Paket!)