This is a bad idea for a 'getting started' project.
This is a Linux program that you can build under windows using various ports of the GNU toolchain. You aren't just trying to build an app here.. you are trying to build an app written for another operating system using a ported toolchain that you aren't familiar with.
If you want to learn how to build native programs for Windows, try the (free) Visual Studio Community Edition and build some apps written for it.
If you are OK learning how to build it 'Linux style', save yourself the pain if you have Windows 10 and use the Windows Subsystem for Linux to build it using Debian/Ubuntu with native tools. To do it this way, you will still need to install build tools but these are easily gotten via the built-in "apt" package manager. If you don't have Windows 10, simply install a Linux VM and start there.
If you MUST.. you will need a port of the GNU toolchain like CYGWIN or MINGW64 to build sources like this for native Windows. I suggest using MINGW-w64 as it is fairly performant and doesn't have 30 gazillion packages to pick from (as Cygwin does). Once you have an environment, follow the instructions pointed out above by @DrZoo
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You can read the install file. If you have a specific question, you can ask it. However, we're not going to fumble through it and make a guide of how to install it. On another note, they have poor documentation and even admit it Midnight Commander lacks a comprehensive set of documentation covering its common features and various best practices. I'd look for another tool for the goal you're trying to accomplish.
– DrZoo – 2019-04-01T21:35:40.507So for example say I don't understand any of it. Then how would I use stack exchange to find answers, if the process involves the answering of something like 50 questions, in a specific order, to get to the solution? I mean what would you do to get to the solution if you found yourself in that situation? I'm kind of at a loss on what the process could be. So I guess the question could be rephrased to: what could/would/should I do to be able to understand how to do this? I'm literate enough to follow the tutorials, but they all start after its pre-built or are for linux. – kite – 2019-04-01T22:01:35.883
You can use the same Linux install tutorials by using Cygwin or Git Bash on Windows. The Midnight Commander utility is for POSIX (Unix-like) operating systems. The only way to run it on Windows is using Cygwin/Git Bash or using a Linux VM on the Windows machine...which probably defeats the purpose of what you want to use it for. – DrZoo – 2019-04-01T22:14:30.020
@kite - Some questions especially broad questions don’t have an appropriate Stack Exchange community. – Ramhound – 2019-04-01T22:18:13.867
It was recommended as a potential solution to my previous posting https://superuser.com/questions/1419793/ways-to-quickly-input-a-filename-into-a-command-shell-command?noredirect=1#comment2143799_1419793
– kite – 2019-04-01T22:29:51.5372@kite - You might want to read the question again. The comment was specifically suggesting the application provided you were using a Debian based OS. Windows does not fit that description. – Ramhound – 2019-04-01T22:50:50.070