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Regular Expressions in a C programm on Windows

I needed regular expressions in a c program on Windows. As I am used the perl regular expressions offered in Perl, I found that Perl Compatible Regular Expressions perfectly fitted my needs.
However, I found it a bit complicated to compile PCRE on Windows. So I decided to give a brief summary on how I was able to compile it just in case someone else needed PCRE too: compiling PCRE on Windows.

There is also a simple test program.