Different efforts are currently being led to make building Kdenlive on Microsoft Windows possible. The most successfull one is with Craft, as described in the Building and Distributing Kdenlive on Windows and Mac article
You should first follow the steps necessary to build Kdenlive on GNU/ Linux.
Then, on the level where you cloned the kdenlive repository, you should clone a special version of MXE (M cross environment):
git clone https://github.com/vpinon/mxe.git
Then create a settings.mk file with the following command (copy/paste the whole block)
cat >mxe/settings.mk <<EOF MXE_TARGETS := x86_64-w64-mingw32.shared.posix override MXE_PLUGIN_DIRS += plugins/multimedia plugins/kdeframeworks plugins/apps kdenlive_SOURCE_TREE := $PWD/kdenlive EOF
MXE requires the following dependecies (many of which should already be on your system, since you built the GNU/Linux version):
sudo apt install \ autoconf \ automake \ autopoint \ bash \ bison \ bzip2 \ flex \ g++ \ g++-multilib \ gettext \ git \ gperf \ intltool \ libc6-dev-i386 \ libgdk-pixbuf2.0-dev \ libltdl-dev \ libssl-dev \ libtool-bin \ libxml-parser-perl \ make \ openssl \ p7zip-full \ patch \ perl \ pkg-config \ python \ ruby \ scons \ sed \ unzip \ wget \ yasm \ xz-utils
cd mxe make kdenlive make gdb #for debugging plugins/apps/deploy_kdenlive.sh
In case of crash, look for kdenlive PID in the task manager, start gdb:
And in gdb:
To be able to compile Kdenlive with MSVC (Microsoft Visual C++ compiler and libraries toolset). (Elie).