I use gVim in windows to edit my code (mostly C++). I use :make in gVim to compile the project, but this is a blocking operation, that prevents me from using gVim until the
You won't be able to see the progress of make (within Vim) unless you install a very recent version of Vim (v7.4 and many patches, or simply Vim 8). Now there are a few plugins that've taken advantage of it. My BuildToolsWrapper is one of them. I've tested it successfully on linux and on windows.
Before that we needed other tricks. I remember Marc Weber's plugin which was able to emulate background compilation on Windows. There was a few others. I let others list them.