Getting Rust + windows + cmake working turned out to be a surprisingly thorny problem. Either we need much better instructions for how to set up a working msvc+cmake environment or maybe people should try not to depend on cmake-rs...
I tried to use the GNU pipeline but it's a hassle to get everything installed and the Rust ecosystem really prefers MSVC. I didn't succeed. I tried cygwin but cmake-rs detects the wrong -G option in that environment.