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There are attempts to compile ROS on Windows but it is experimental. So be prepared to fix things by yourself and face more-or-less up-to-date documentation.

To be honest, achieving to compile roscpp and the other low-level layers is certainly doable if you can deal with the technical issues you will encounter by yourself but having a full environment with big software such as rviz (or other newer GUI) will be extremely challenging.

This is why I would advise you to do as less as possible on Windows. Try to compile roscpp first then write wrappers around your Windows only / proprietary softs and back to Ubuntu for your own development. This will help you not suffer too much from the lack of Windows support.