Compiling large python programs is not a easy task because python is a interpreted language. Comping python for windows is handled by pyinstall (a third party program). The easiest way to build OpenLP for windows is by forking the OpenLP project on GitLab and making a free account on AppVeyor to do the build. This way it uses the same environment and programs every time it's compiled.
While you are developing OpenLP, it's easiest to just run it with a python interpreter for testing.