I am trying to build hdf5 for ms-windows.  I downloaded the hdf5_1.4.7.tar.gz, gunzipped it and got a tar file.  I extracted everything into a directory tree called hdf5.  I also found a Makevars.win and libhdf5.def in the R help archives from March 2002.  I put those two in hdf5 as well.

I issued the command     Rcmd build --binary hdf5
but got this message complaining it can't find hdf5.h along with subsequent errors.

making DLL ...
making hdf5.d from hdf5.c
hdf5.c:24:18: hdf5.h: No such file or directory
make[2]: *** [hdf5.d] Error 1
make[1]: *** [src/hdf5.dll] Error 2
make: *** [pkg-hdf5] Error 2
make: Leaving directory `/cygdrive/c/PROGRA~1/R/rw1062/src/gnuwin32'
*** Installation of hdf5 failed ***

What should I do?

