Suppose you use VS.net 2003 on Windows platform.
1. Please open CMD window.
2. run "C:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\bin\vcvars32.bat"
3. change directory to your libsvm directory.
4. run "C:\Program Files\Microsoft Visual Studio .NET 2003\Vc7\bin\nmake.exe" /f Makefile.win all
5. You can find 4 binary files that are svmpredict.exe, svmscale.exe, svmtrain.exe, svmtoy.exe created in windows directory of libsvm.