We strongly recommended using the binary installer for Windows unless you want to start developing Wireshark on the Windows platform.
For further information how to build Wireshark for Windows from the sources see the Developer’s Guide at https://www.wireshark.org/docs/wsdg_html_chunked/.
You may also want to have a look at the Development Wiki (https://gitlab.com/wireshark/wireshark/wikis/Development) for the latest available development documentation.