If you have the Cygnus gnu-windows32 port of the GNU utils, LilyPond
will work in Windows-NT (/95/98?).

We still recommend you use Unix.  In particular, use GNU/Linux: We've
been there, and we've seen it happen several times.  It is em(much)
easier and quicker to install RedHat Linux and LilyPond than to
obtain, compile and install all the necessary tools to compile and run
LilyPond on Windows.