You need two things in order to build VisIt on a Windows computer. First of all, you must have Microsoft Visual Studio .Net 2003 or 2005. Compilers from other vendors might work to build the VisIt source code but the VisIt source distribution for Windows only provides project files for the two afore-mentioned compilers. The last thing you need in order to build VisIt on Windows is the VisIt source distribution for Windows. The Windows source distribution contains additional pre-compiled libraries that will ease the process of building VisIt on your Windows computer. See this guide to building VisIt on Windows for more information.
The VisIt source distribution for Windows contains all of VisIt's source code and prebuilt versions of most of VisIt's support libraries so it is not required that you download and build all of those libraries unless you want to customize them. Download and install the source distribution for Windows and read the VisItBuildInstructionsOnWindows.doc file in the VisIt development directoryfor more information on building VisIt for Windows.