ICU is an internationalization library supported by IBM. Home of the project is http://www.icu-project.org/
To build ICU with native Microsoft tools follow the instructions in the readme.html#HowToBuildCygwin from the source directory. Note that bash, make and several other UNIX tools are needed. Based on experience configure and make scripts strongly require cygwin ports of the tools. At this time a work is being done to make it possible to generate Visual Studio projects with cmake.