What I tried, so I can reconstruct it later.

Install cygwin. Change the Devel category from Default to Install in their setup tool.

Download libsndfile, extract, configure, make make install. Download libsamplerate, extract, configure, make, make install.

Download aubio and extract it. cd into its folder

export PKG_CONFIG_PATH=/usr/local/lib/pkgconfig ./configure --disable-shared make make install