FIX: If you are using Windows, __declspec(dllexport) is necessary

windows/README.md

@@ -1 +1,5 @@
-This is a test for minimal files needed for windows version
+The solution has been created with Visual Studio Express 2013.
+Make sure to compile the Release version, unless you need to debug the code 
+(and in the case modify the path in xgboost.py from release to test).
+Note that you have two projects in one solution and they need to be compiled to use the standalone executable from the command line 
+or the python module respectively.

wrapper/xgboost_wrapper.h

@@ -7,7 +7,11 @@
  *  can be used to create wrapper of other languages
  */
 #include <cstdio>
+#ifdef _MSC_VER
+#define XGB_DLL __declspec(dllexport)
+#else
 #define XGB_DLL
+#endif
 // manually define unsign long
 typedef unsigned long bst_ulong;