(C++) How to port CLN from Ubuntu to Windows

I had to be able to compile the CLN library from Ubuntu to Windows.

Unfinished attempt: Copy-past built source to Windows

Zip all files from the Ubuntu terminal:

`zip -r clnsrc.zip /usr/include/cln`

Copy the zip to a windows computer. Compiling goes fine. Linking fails, with the (expected) undefined reference to cln::cl[something].

Failed attempt: build CLN in Cygwin

Build fails.

Failed attempt: just unzip

One cannot just download the source from the CLN homepage and unzip: the library must be built.