The library comes with instructions on how to compile it on Linux:
But I can't find any source on the Internet to help me compile this code directly on Windows, just as if I never had a Linux machine.
nDPI is hosted here: https://github.com/ntop/nDPI
You could set up a linux-like CLI using Cygwin (very useful tool) and cross compile to Windows. It's not a complicated process and there is a lot of documentation around the Internet. I recommend using the MinGW 32 cross compiler.