Download source code from:

https://github.com/vslavik/winsparkle/archive/v0.4.zip

download submodule for wxWidgets (check sha1):

https://github.com/wxWidgets/wxWidgets/archive/be10c7f969bb460dc79bd8946d59bf54c98ac660.zip

and extract it to winsparkle-0.4\3rdparty\wxWidgets

Open WinSparkle-2013.sln in Visual Studio 2013

Build WinSparkle Release target.

Or just use the binary package and repackage to kodi format... :)