Here I'll describe how to build Net::SSH2 on Windows.

** Install MinGW and MSys

Instructions are here:

    http://www.mingw.org/wiki/Getting_Started

Use the GUI installer, make sure to install the C compiler, the C++ compiler
(this is VERY important, don't forget the C++ compiler, it is used for
 linking!), MSys and the Developer Tools.

I like to add C:\MinGW\bin;C:\MinGW\MSys\1.0\local\bin;C:\MinGW\MSys\1.0\bin to
my PATH in the System Control Panel under Environment Variables in Advanced
Settings; and set the HOME environment variable to C:\Users\rkitover.

For 64bit perls, you will also need MinGW-w64, get it here:

    http://mingw-w64.sourceforge.net/

under WIN64 Downloads. Get either the rubenvb build from Personal Builds or the
latest from Automated Builds, whichever is newer. Get the win64 native compiler
suite, NOT the win32 cross-compiler suite. Unpack it to C:\MinGW_w64\. If there
is a top level directory in the archive, unpack everything BELOW the top level
directory to C:\MinGW_w64\.

** Building the libraries

For this part we are going to use the MinGW MSys bash shell. You should have a
shortcut for it under the MinGW program group. It's much nicer with the mintty
terminal, if you want to install it run:

    mingw-get install mintty

then make a copy of the MinGW Shell shortcut to your desktop and modify the
Target to add the -mintty switch to the end.

For 64bit perls, we will build with the MinGW-w64 toolchain, so modify your PATH
as follows for this section:

    export PATH=/c/MinGW_w64/bin:$PATH

* Build zlib

Download the latest tarball of zlib from:

    http://zlib.net/

Unpack it and go into it:

    tar zxvf zlib-1.2.7.tar.gz
    cd zlib-1.2.7

Run:

    make -f win32/Makefile.gcc
    mkdir include
    cp *.h include
    mkdir lib
    cp libz.a lib

* Build OpenSSL

Download the latest tarball of OpenSSL from:

    http://www.openssl.org/source/

Unpack it in and go into it:

    tar zxvf openssl-1.0.1c.tar.gz
    cd openssl-1.0.1c

Configure for 32bit:

    ./config no-shared zlib no-zlib-dynamic \
        --with-zlib-include='C:\\Users\\rkitover\\src\\zlib-1.2.7\\include' \
        --with-zlib-lib='C:\\Users\\rkitover\\src\\zlib-1.2.7\\lib'

Configure for 64bit:

    ./Configure mingw64 no-shared no-asm no-hw zlib no-zlib-dynamic \
        --with-zlib-include='C:\\Users\\rkitover\\src\\zlib-1.2.7\\include' \
        --with-zlib-lib='C:\\Users\\rkitover\\src\\zlib-1.2.7\\lib'

You can experiment by removing the "no-asm no-hw" flags to ./Configure and
seeing if the build succeeds, the assembly files did not build for me with the
latest MinGW-w64, this was with the gcc-4.7.0 rubenvb build.

Build:

    make -j3
    mkdir lib
    cp libssl.a libcrypto.a lib

Adjust the -j parameter for your system's number of cores +1.

The build may not run to completion, building the apps may fail, but we don't
care about that, as long as the .a files build.

* Build libssh2

Download the latest libssh2 from:

    http://libssh2.org/

Unpack it and go into it:

    tar zxvf libssh2-1.4.2.tar.gz
    cd libssh2-1.4.2

Note the directories where you built OpenSSL and zlib, I will use mine in the
following example.

Build libssh2:

    ./buildconf
    ./configure --with-openssl --with-libz \
        --with-libssl-prefix=/c/Users/rkitover/src/openssl-1.0.1c \
        --with-libz-prefix=/c/Users/rkitover/src/zlib-1.2.7 \
        --disable-examples-build
    make -j3

The libssh2.a will be in src/.libs .

* Build Net::SSH2

Download and unpack the Net::SSH2 distribution from CPAN, follow the download
link from:

    https://metacpan.org/module/Net::SSH2

Open a cmd.exe shell.

ActivePerl 32bit setup:

Make sure you have dmake installed, to do this you may simply invoke:

    ppm install dmake

Set your PATH for this session:

    set PATH=c:\perl\bin;c:\mingw\bin;c:\perl\site\bin;c:\windows\system32;c:\windows

ActivePerl 64bit setup:

Download the dmake dist from here:

    http://search.cpan.org/CPAN/authors/id/S/SH/SHAY/dmake-4.12-20090907-SHAY.zip

Extract dmake.exe and the startup/ folder into C:\Perl64\site\bin .

Set your PATH as follows:

    set PATH=c:\perl64\bin;c:\mingw_w64\bin;c:\perl64\site\bin;c:\windows\system32;c:\windows

It is important that Visual Studio/Platform SDK tools are not in your PATH,
otherwise ActiveState Perl won't use MinGW, and that the official MinGW (or
MinGW-w64, the one we compiled the libraries with) takes precedence over the one
that is often installed via PPM.

For Strawberry Perl, we also want to use the official MinGW rather than the
bundled one, so set your PATH as follows:

    set PATH=c:\strawberry\perl\bin;c:\mingw\bin;c:\strawberry\c\bin;c:\windows\system32;c:\windows

For 64bit Strawberry Perl, set your PATH as follows:

    set PATH=c:\strawberry64\perl\bin;c:\mingw_w64\bin;c:\strawberry64\c\bin;c:\windows\system32;c:\windows

assuming you installed the 64bit Strawberry Perl to C:\Strawberry64 .

For 64bit ActivePerl, edit the config file in C:\Perl64\lib\Config_heavy.pl and
remove all instances of 'bufferoverflowU.lib'.

For both 64bit perls, set LIBRARY_PATH as follows:

    set LIBRARY_PATH=c:\mingw_w64\x86_64-w64-mingw32\lib

Make sure you have the newest EUMM. Type:

    cpan ExtUtils::MakeMaker

Edit Makefile.PL, 

Change the line:

    my $extra_libs = '-lz -lssl -lcrypto';

to

    my $extra_libs = 'c:/users/rkitover/src/zlib-1.2.7/lib/libz.a c:/users/rkitover/src/openssl-1.0.1c/lib/libssl.a c:/users/rkitover/src/openssl-1.0.1c/lib/libcrypto.a';

(using the directories where you have the libs.)

Change the line:

    my @define = $win32 ? (DEFINE => '-DLIBSSH2_WIN32') : ();

to

    my @define = $win32 ? (
        (DEFINE => '-DLIBSSH2_WIN32 -DLIBSSH2_API='),
        (LDDLFLAGS => $Config{lddlflags} . ' -static-libgcc -static-libstdc++'),
    ) : ();

Build:

    perl Makefile.PL lib=c:\users\rkitover\src\libssh2-1.4.2\src\.libs inc=c:\users\rkitover\src\libssh2-1.4.2\include
    dmake
    dmake test
    dmake install

That's it!

Please send me improvements and clarifications for this guide.