Yes, following the instructions of "Intel_lib_build.txt" was one of the first things that I did.
They say: In IntelRDFPMathLib20U2/LIBRARY directory execute the following commands: nmake -fmakefile.mak CC=cl CALL_BY_REF=0 GLOBAL_RND=0 GLOBAL_FLAGS=0 UNCHANGED_BINARY_FLAGS=0 But this shows the following error: NMAKE : fatal error U1052: file 'makefile.mak' not found
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Therefore I renamed "makefile" to "makefile.bak", but this only generated the following error: makefile.mak(36) : fatal error U1033: syntax error : '=' expected
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There are also several batch files on that same directory (such as windowsbuild.bat or windowsbuild_nmake.bat) that brought me nowhere.