As I understand, I should first install GMP. The only tutorial I found for this purpose is http://cs.nyu.edu/exact/core/gmp/ and when I reach step 3: \"Open gmp.dsw (gmp.vcp
I met similar problem and had just resolved it by download precompiled MPIR and MPFR libraries instead of GMP which needs mingw or similar on Windows.
Here is the link of my solution: How to install MPFR with Visual studio 2008 /2010
Hope this help
Now a perfect solution by @casevh can be found here: Build mpir/mpfr/mpc via VC++