To build the just about anything within the NeuClear framework you first need to install Maven. Follow their installation instructions and you should be ok. I haven't tried this under windows yet, but I'm guessing it should work fine.
Unpack the source and binary distributions. Familiarise yourself a bit with maven. It's a bit different than ant, but very easy to learn. To see the options available go to the type:
~/projects/neuclear-ledger> maven -g
Of these the most important one is to simply type:
~/projects/neuclear-ledger> maven jar
This should build everything and create a neuclear-ledger-0.X.jar file in target/.