There is an IRC channel to discuss PHP internals Development for Windows on Freenode in channel #winphp-dev

Windows Build with SDK 2.0, step by step

Windows Build, step by step

Windows Release Management

Windows Installer

Windows Custom Built Dependencies (libs you need for compiling)

Massive Todo List

How do I get my PECL extension compiling on windows?

Links

Slides about developing PHP Internals on Windows

Get ready to compile php on windows in 10 mins