Take a look at Windows Build Instructions By Matt Corallo, it's outdated, but has some additional comments to the included doc.
Install:
Download:
Note that the reason for using the binary miniupnpc release is that I
was unable to get it to build on my system.
Add C:\MinGW\bin to your PATH environment variable (Google is your
friend as it depends on your Windows Version).
In the DOS Shell:
wxWidgets:
cd \wxWidgets-2.9.1-mgw\build\msw
mingw32-make -f makefile.gcc
Boost:
cd \boost-1.43.0-mgw
\bjam\bjam.exe toolset=gcc --build-type=complete stage
In the msys Shell (MinGW shell in your start folder or
C:\MinGW\msys\1.0\msys.bat):
OpenSSL:
cd /c/openssl-1.0.0c-mgw
./config
make
perl util/mkdef.pl 32 libeay enable-static-engine > libeay32.def
dllwrap --dllname libeay32.dll --output-lib libeay32.a --def libeay32.def libcrypto.a -lws2_32 -lgdi32
Copy the libeay32.dll file
to the folder where you are building/running bitcoin.
Berkeley DB:
cd /c/db-4.7.25.NC-mgw/build_unix
sh ../dist/configure --enable-mingw --enable-cxx
make
Bitcoin
If you wish to use git to pull keep a local repository, you'll have to
download msgit from
http://code.google.com/p/msysgit/downloads/detail?name=Git-1.7.4-preview20110204.exe&can=2&q= . Otherwise, you can download the latest zip of bitcoin from
https://github.com/bitcoin/bitcoin/zipball/master In the msys shell,
cd to the unzipped location and
make -f makefile.mingw
Run with ./bitcoin.exe (make sure you have the libeay32.dll in bitcoin
folder)