(Assuming XP, PHP5; you don't specify otherwise.)
No compiling needed. Add the PHP directory (e.g. "c:/php") to your path if it's not already there. Find (from the PHP distribution files) "ssleay32.dll" and "libeay32.dll" and copy them to the PHP directory. Find "php_curl.dll" and copy it to the "ext" subdirectory of the PHP directory (e.g. "c:/php/ext"). Make sure the "extension_directory" directive in "php.ini" points to that subdirectory. Uncomment the line "extension=php_curl.dll" in "php.ini". Restart Windows (if you changed the path variable), and (re-)start Apache.