How to install GRIB API on Windows?

I am trying to install GRIB API on my Windows machine in order to use pygrib. I try following the installation instructions but when I get to the ./configure step, the the command isnt recognized. I assume this is a Windows/Linux issue, but I haven't found a workaroudn online. I've heard the MinGW compiler could be useful, and I have that on my computer, but I don't know how to use it to fix the problem.