The source to bitcoinqt is windows compatible, if it wasnt then there wouldn't be a Windows port of it. I would assume you need to install Cygwin to get the appropriate development tools such as gcc. Since you dont know about Cygwin, I can only assume you dont know how to compile software on *NIX. Change the current directory to that of bitcoinqt, and then type "./configure" and then "make". That usually works, you might need to specify options to configure, which you can find out with "./configure --help".
If you can't get a project to compile then you really should be asking Stack Overflow about the compilation errors instead of posting here. And just saying it doesn't compile doesnt provide anyone with enough information to tell you why it isnt compiling.