Hi, I am using gvim and vim in Windows 10 x64. I spent around 24 hours fiddling with building vim from source but python still does not work in it. Vim from official site (ftp://ftp.vim.org/pub/vim/pc/gvim74.exe) is shutting down each time when I was trying to run python dependent plugin, so after few hours of googling I found the article that lead me to building x64 version with python x64.
So I downloaded Visual Studio 2015 and it failed building because of missing Win32.mak. So I downgraded to Visual Studio 2013 and Installed Windows 7 SDK and copied Win32.mak into Win8 sdk include folder. So finally I managed to build it from source. But there is another issue it started, but gives me the following error "E887: Sorry, this command is disabled, the Python's site module could not be loaded". So I tried to build x86 from source and python x86, and it gave me the same error.
Everything worked with python 2.7.9
Python 2.7.11 has a nasty bug, that prevents its ussage on Windows. There is an easy workaround however: link.