Can I ask a newb question about how to create an exe from a C++ program using the library?

[MotorCityCobra]

I am trying to turn the basic.cc file into an .exe. To compile it, in other words. I see there is a Makefile and dll files in bin.
I've spent time in visual studio trying to build. I've run basic.cc with gcc in the command line. I've looked online. I've installed several packages that were supposed to get make to work in the commandline on WIndows.

Could you spare a minute to explain this? Sorry if it's not MuJoCo specific enough.

[MotorCityCobra]

Nevermind. I tried it on Linux and it put everything together with the command make.
Though, I'd still like to do this on Windows.