I’d like to make a Visual Studio project from the nginx source and then
build it. Has anyone already done this experience and can tell me how to
start?
You should be able to just create a new project and add all the source
files from the Windows version of nginx
(http://nginx.org/en/docs/windows.html) - Although I’m not too sure if
it can actually be compiled with the Microsoft compiler or whether it
depends on MinGW. The Windows port of nginx looks very incomplete.