To build on windows, you will need to find BLAS libraries to link.

I used libraries from http://www.netlib.org/clapack/CLAPACK-3.1.1-VisualStudio.zip
More optimized libraries may be available.

You'll need:

BLAS_nowrap.lib
clapack_nowrap.lib
libf2c.lib

for the release build, 

BLASd_nowrap.lib
clapackd_nowrap.lib
libf2cd.lib

for the debug build.