can anybody help me how to build the horizon source code in a windows machine?
Do you mean running HZ wallet from your win machine?
To run HZ wallet you don't need to building them on win machine, all you need is to install Java there. Go to java.com and install it. After installing edit nhz-default-properties file at conf dir inside HZ source directory you download earlier.
Now go to START>RUN>cmd
Nevigate your HZ directory and run run.bat
Your wallet should be running.
Now from your browser open
http://127.0.0.1:7776/ and enjoy HZ crypto world!
Don't Forget to let us know if have successful or not.