The program is a Linux/Unix program. You may be able to compile it using the Cygwin tool kit
http://cygwin.com. This installs a Linux type bash shell and most all the GNU/Linux tools. Install the gcc package and the make program. Move the code to your cygwin directory ( usually \cygwin\home\yourname) and follow the instructions by typing into the Cygwin shell. Many Linux open source programs may be used on Win this way and the bash shell window is much more useful than the standard CMD shell. If you include the c:\cygwin\bin path in your environment, the GNU tools will work in a standard CMD window.
The easier way is to create a C/C++ project using VC6 or VS2003 or VS2005 wizard. Move the .c and .h file to the project directory copyiing over the wizard .cpp and .h files. Then include the .c files using 'add existing item' in the project menu. It will usually find the .h files if they are in the same directory as the .c files. You will likely have to add "#include <windows.h>" to the c files and may have to change other "#include" directives to get the program to compile. The trick here is to comment out any includes it can't find and use the Help system to find the include for any functions that are missing or undefined.
I hope this helps,
Mike