jemalloc env setup on Windows VS2017

I'm following the instructions given here and it fails running:

With Cygwin the error is:

> configure: error: Unsupported intmax_t size: 0

I've tried with bash too:

bash -c "CC=cl.exe ./autogen.sh"

with the following log (so the intmax_t, was 8, issue is solved here):

> checking pthread.h usability... no 
> checking pthread.h presence... yes
> configure: WARNING: pthread.h: present but cannot be compiled
> configure: WARNING: pthread.h: check for missing prerequisite headers? 
> configure: WARNING: pthread.h: see the Autoconf documentation
> configure: WARNING: pthread.h: section "Present But Cannot Be Compiled" 
> configure: WARNING: pthread.h: proceeding with the compiler's result checking for pthread.h... no 
> configure: error: pthread.h is missing Error 0 in ./configure

I think I miss some prerequisites or something. I've tried to install pthread manually from ftp://sourceware.org/pub/pthreads-win32/dll-latest (following some google links).
But is it the good link?

How to install jemalloc properly on Windows?

Start with the instructions linked under jemalloc-cmake/msvc and compare them with the reported autogen.sh and configure output. Reproduce the build using Cygwin or bash with VS2017, focusing on the intmax_t and pthread.h checks. Done means documenting the required prerequisites and a working Windows build procedure.