I presume your Geany built and runs?
The `pkg-config` subcommand (the part inside backquotes) of the compile command given in the `Building` section of the howto should extract the relevant include directories from the Geany install and pass them to the compile, but that is a Linux command.
1. Is `geanyplugin.h` actually present in the install of Geany? 2. Is `geany.pc` actually present in the install of Geany? 3. does `pkg-config` find the installed Geany? Try running `pkg-config --cflags geany` as a standalone command and see what it returns, one of the `-I` options should point to a directory which contains `geanyplugin.h`. 4. do backquoted subcommands work on the Windows command line?