If you want to compile the source on windows into a EXE, first download Mingw (i recommend "mingw-get-inst-20120426.exe" you can google it)
Install that with options ticked for C, C++, objC, Msys (you can ignore the rest)
Run Mingw Shell from your start menu once. Then close it.
Now go to (by default or change this to where you installed it)
and there should be a folder with your windows username, open that folder so you are in
now copy all the source files from SfxEdit to that folder (common.h, Makefile, sfxEdit.exe.cpp, sfxEdit.exe.h)
Now open Mingw Shell again from your start menu and type
Then it will compile the source into a windows EXE (this works fine with the original source, i recommend trying this with the original source first to make sure it works for you then trying it with your personal edits)