$ export PATH=$PATH:/c/sp/_64/sp-5.40.0.1-PDL/c/bin

##</code><code>##

$ make CC=gcc

##</code><code>##

> perl Build.PL
> perl Build
> perl Build test
> perl Build install.

Here is the output I got from running the test suite:
<c>
D:\s\Compress-Stream-Zstd-0.206>perl Build test
t\00_compile.t .............. ok
t\01_basic.t ................ #
# Compress::Stream::Zstd Version 0.206
# ZSTD_VERSION_NUMBER            10505
# ZSTD_VERSION_STRING            1.5.5
# ZSTD_MAX_CLEVEL                22
# ZSTD_MIN_CLEVEL                -131072
#
t\01_basic.t ................ ok
t\02_streaming.t ............ ok
t\03_context.t .............. ok
t\04_dictionary.t ........... ok
t\05_streaming_windowlog.t .. ok
All tests successful.
Files=6, Tests=45,  1 wallclock secs ( 0.08 usr +  0.01 sys =  0.09 CPU)
Result: PASS