Thanks for reaching out, Ignacio.
The core Asylo development is all done on Linux, and we have not attempted to setup builds on Windows.
Additionally, Asylo is currently only supported on Linux, though it could be conceivably ported to Windows. Is your interest primarily in cross-compiling for Linux targets? Or are you hoping to build enclaves using Asylo and run them on Windows?
Regards,
Seth