So I cloned the repository and opened up nuklear.h. If this library supports Windows, then CERTAINLY this file has to include "Windows.h", somewhere, right? Uhm.. no, it does not. Bad sign, I thought.
So, still confused, I thought "so let's look into this folder called "example". I look into canvas.c and I notice "#include <GL/glew.h>". So I thought "Oh dear, this is gonna be a bother to compile on Windows, forget it". As luck would have it, I never looked into the folder called "demo".
So at that point I honestly believed that this library was only sort of "semi-supported" on Windows, as often happens with these kind of projects. You know, the usual "if you're a bit of a masochist and you're willing to muck around with mingw and download glib.tar.gz stuff, you may get this to work". The fact that the GUI has a definite linux look reinforced that impression.
What I'm saying is, all my confusion could have been solved by just one line in the readme explicitely stating "this builds on Microsoft Windows using Visual Studio and a direct X backend, etc...". A little bit of redundancy, it helps sometimes.