Building PHP on Windows doesn't have to be a time intensive mystery. Whether you're building custom extensions, patching something in the PHP core, or want to try a build on a newer compiler, you don't have to be intimidated by warnings and errors. Compiling on Windows is no more difficult than compiling on any other system as long as you have the requirements needed: the php source code, a compile environment that the source code understands, and any library dependencies.
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