A quote from BUILDING:
&quot;Building Chez Scheme under Windows is currently more complicated than it should be. It requires the configure script (and through it, the workarea
script) to be run on a host system that supports a compatible shell, e.g., bash, and the various command-line tools employed by configure and workarea, e.g., sed and ln.  For example, the host system could be a
Linux or MacOS X machine.  The release directory must be made available on a shared filesystem, e.g., samba, to a build machine running Windows. It is not presently possible to copy the release directory to a Windows
filesystem due to the use of symbolic links.&quot;<p>Maybe someone have managed to build the Windows version?