I believe that this post looks weird to everybody (even me) because it described the installation of llvm/clang on Windows.
Step 1. Get MinGW here . I got MinGW-5.1.6. Install it
Step 2. Get CMake here . I got 2.8.1.
Step 3. Get LLVM and Clang source code here here . I got 2.7.
Step 4. Extract llvm sources. Let E:\LLVM be our working directory. After this step we are supposed to have llvm sources in E:\LLVM\llvm-2.7.
Step 5. Extract clang sources to E:\LLVM\llvm-2.7\tools. After this step we are supposed to have clang sources in E:\LLVM\llvm-2.7\tools\clang-2.7. However, this is not how it should be. Rename clang-2.7 to clang.
Step 6. Go to E:\LLVM\llvm-2.7. Create a build directory, let it be BUILD.
Step 7. Go to E:\LLVM\llvm-2.7\BUILD.
Step 8. Run
"C:\Program Files\CMake 2.8\bin\cmake.exe" -G "MinGW Makefiles" ..
Step 9. After the configuring is done run
This will take some time to get llvm and clang built. Take a break and then have fun.