Per my email on core-mentorship, the instructions for compiling CPython on Windows at
https://docs.python.org/devguide/setup.html#windows are good, however I did have one issue where the dev guide didn't help. During the link
step, I got this error:

LINK : fatal error LNK1123: failure during conversion to COFF: file
invalid or corrupt

It took me a while to figure out how to fix it. I found this question
on StackOverflow:

http://stackoverflow.com/questions/10888391/error-link-fatal-error-lnk1123-failure-during-conversion-to-coff-file-inval

The first part of the answer didn't help (because incremental linking
is already disabled). But the second part, kinda tucked away there, is
what fixed it for me -- simply installing Visual Studio 2010 SP1 here:

http://www.microsoft.com/en-us/download/details.aspx?id=23691

After this, I restarted my PC and it linked fine.

So I suggest a small addition to the dev guide to mention this -- adding the following paragraph after the "Python 3.3 and later" paragraph:

-----
You'll also need to install the Visual Studio `Service Pack 1 (SP1)
<http://www.microsoft.com/en-us/download/details.aspx?id=23691>`_. If you
don't install this service pack, you may receive errors like the following
during linking: ``LINK : fatal error LNK1123: failure during conversion to
COFF: file invalid or corrupt``.
-----

Patch attached.