Windows not a supported platform? Installation errors

Error: setup.exe: Missing dependency on a foreign library:
* Missing (or bad) C library: af
This problem can usually be solved by installing the system package that
provides this library (you may need the "-dev" version). If the library is
already installed but in a non-standard location then you can use the flags
--extra-include-dirs= and --extra-lib-dirs= to specify where it is.If the
library file does exist, it may contain errors that are caught by the C
compiler at the preprocessing stage. In this case you can re-run configure
with the verbosity flag -v3 to see the error messages.

After cabal install.

Is this an issue with path configuration in Windows? Can I work around this with mingw? The problem with mingw, though, is that my CUDA drivers are on Windows.