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Start the Windows "Command Prompt" window. This is different from the gcc build, which requires the Cygwin Bash command prompt. The Microsoft Visual C++ compiler will not work with a bash command prompt.
If the computer isn't set up to use Visual C++ from the command line, you need to run vcvars32.bat.
For example:
"C:\Program Files\Microsoft Visual Studio 8\VC\bin\vcvars32.bat" can be used for 32-bit builds or 
"C:\Program Files (x86)\Microsoft Visual Studio 8\VC\bin\amd64\vcvarsamd64.bat" can be used for 64-bit builds on Windows x64.
Unzip the icu-XXXX.zip file into any convenient location. Using command line zip, type "unzip -a icu-XXXX.zip -d drive:\directory", or just use WinZip.
Change directory to "icu/source", which is where you unzipped ICU.
Run "bash ./runConfigureICU Cygwin/MSVC" (See Windows configuration note and non-functional configure options below).
Type "make" to compile the libraries and all the data files. This make command should be GNU make.
Optionally, type "make check" to run the test suite, which checks for ICU's functionality integrity (See testing note below).
Type "make install" to install ICU. If you used the --prefix= option on configure or runConfigureICU, ICU will be installed to the directory you specified. (See installation note below).

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