Build Windows as documented for LuaJIT. The root Makefile officially does not support Windows, so do not attempt to use it. This installs the LuaJIT JIT library in the sanctioned path (bin\lua\jit) on Windows. Luarocks can pick it up downstream if it chooses to. A unified install script handles all versions of LuaJIT from 2.0.5, beta openresty and current v2.1 development.