A windows native compiler is Visual C++ express by Microsoft. Their newest version is visual studio 2013. Download here: http://www.visualstudio.com/downloads/download-visual-studio-vs#d-express-windows-desktop It's probably the most powerful IDE I have ever used.
An alternative is gcc. I would recommend code blocks as the IDE, which can be downloaded here: http://www.codeblocks.org/downloads/26 Make sure you choose the "codeblocks-13.12mingw-setup-TDM-GCC-481.exe" as it includes the gcc compiler.