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Install mono on windows. You can download mono from http://www.go-mono.com/mono-downloads/download.html.
If you face any difficulties refer To build on Linux you can refer to Donal's blog http://dlafferty.blogspot.in/2013/08/building-your-microsoft-solution-with.html. That blog is for Linux though.
After setting up the environment you can build the agent using buildagentCygwin. In Cygwin you have to execute buildagent.sh script. This script is present in (cloudstack src folder)/plugins/hypervisors/hyperv
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