Please tell me the procedure of installing the compiler on WindowsXP. In the zipped folder I found only the files which can install the tool on Linux. Also the INSTALL file does not talks about installing it on Windows.
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You need to install Cygwin to run this on a Windows machine. Then build it the same way you build it for Linux.
Unless you already have a C compiler, you'd need that anyway to do anything with the output of the ASN1 compiler.
With a little work you can probably get this to compile under some other C compiler setup (e.g a Microsoft development suite), but that seems a lot more trouble than it's worth, especially since Cygwin is so easy to install.