tcc runs on the device.
lots (search"TCC geekmaster mobileread") of info there.
However I actually ended up using CS TC 2007q3 and x-compiling for my tests as tcc was being stroppy.
Lots of info how to do that on the KeK thread. (search "Kindle Kek Knc1")
I don't use window much anymore since the device is linux, pointless extra effort for the sake of not using the right OS. IMHO. (unless you were devving c# or something - then it's the right tool for the job)
So, can't help you on windows sadly. but no doubt that is well documented too.
all I do is
include my flags
include my path for the TC
call gcc -o something something.c (and any libs that might be needed, none for this IIRC)
so something along those lines but in windowese mate.