Is there an easy way to build the GMP (GNU Multiple Precision Arithmetic Library, http://gmplib.org) under Windows, using Visual Studio 2005? I tried to find information abo
MPIR is a valid alternative. Basically, the GMP folk didn't want to support building on Windows at all. Brian Gladman, as you can see, supported GMP building on Windows for a while. However, eventually he and others forked GMP and created MPIR. That wasn't the sole reason but it was a large driving factor and one of the key development principles of MPIR is it must build on Windows (as well as Linux and Mac).
If you want to quickly get started with GMP on windows, I've shared a my Visual Studio project which uses prebuilt GMP: https://stackoverflow.com/a/38176221/1327178.