make is not enough, you need a C compiler for this.

If you don't want to shell out for Visual C, and are reluctant to try the free version (which is different in some rather significant points), then install MinGW. A modern incarnation of ActivePerl will recognize that you have it and use it instead. It works very well, in my experience.

Now one easy (but bulky) way to get it, is by installing VanillaPerl/Strawberry Perl. Or you could go the adventurous route, and get/run the MinGW installer from the download site, a file of about 130k: MinGW-5.0.2.exe looks like a good candidate.

Yup, I tried it, it allows you to install any version you like. (Say "no" to the proposal to upgrade the installer, or it'll just quit.) All you need is the basic C compiler, but installing g++ as well might be a good idea for the future.

Good luck.