I've never had a Windows, I'm a Mac nerd, but I'm looking into it for cross-platform binaries.
Option 1: MS has a Linux subsystem now. Problem solved, but maybe not customer-friendly.
Option 2: Cygwin probably works, I've seen John Cowan mention it in IRC.
Option 3: This somewhat messy process: https://wiki.call-cc.org/compiling-chicken-on-windows-xp-wit...