John pointed you to the best page for understanding how to build the BBB. The page instructs you on the steps to retrieve the git repos, build each piece and then write to an sdcard. For U-Boot: checkout the v2014.10 version from your local git clone, apply the BBB cpu patch, and compile. This should create an MLO and uboot image which, when flashed to an sdcard, should bring up the BBB to the uboot prompt. Instructions for formatting and writing the sdcard are there also.
If you're not using a *nix system (linux, apple) for development I think the learning curve is going to be steeper since the whole development tree and target systems are based on linux - including Android. Search the web for how others have overcome this.