Those are build information or the project called ‘weidu’ (full page: http://www.weidu.org/~thebigg/new_compile.html)
Native OCaml (typically compiled with MinGW), obtained from ocaml.org. For less configuration, install to c:/ocaml.
A Cygwin-based *nix toolchain, particularly binutils and make from the Devel group. Perl is also required, but is normally installed by default. Optionally also git (Devel), openssh (Net), zip (Archive) and upx (Utils).
Cygwin-hosted MinGW-GCC, called mingw-gcc-core (Devel) or some such.
Elkhound (vide infra). For less configuration, place the elkhound binary in Cygwin's /bin directory. Bear in mind the make process does not like paths with spaces.
Run make. Relevant build targets are
How add metadata to compiled windows executable (example http://imgur.com/6tqIMzH) ? I have no clue were to start. It’s OCaml related stuff or build system stuff?