Building LFE (Lisp Flavoured Erlang) does not seem to work in Windows. Running make gives the following error.

rebar was unexpected at this time.
make: *** [compile] Error 255

However, if you have access to a GNU/Linux system, you can build it there, get the .beam files inside the ebin directory over to Windows, which can be loaded by the EVM running on Windows. Say you placed it under C:\lfe-ebin, open the Erlang shell and run the following

1> cd("c:/lfe-bin").
2> lfe_shell:start().
LFE Shell V5.10.3 (abort with ^G)