This library is very similar to Multiple Precision also published here. The current version is based on GMP 5.0.1 and you will need to build this library for yourself in order to use this. You can acquire GMP from http://gmplib.org/. I have done little testing on this version yet but most of the classes are identical to the ones in Multiple Precision. If you have used Multiple Precision there is a small likelihood that any code based on that library will break on this one. Keep in mind that it might. Multiple Precision had classes MPFR and MPC which are not present in this one. In the future I intend to create eMPFR and eMPC as seperate libraries. MPFR is supposed to make a new release soon and I am waiting till that is available before I create those libraries. The Multiple Precision library was based on MPIR which is not strictly compatible with GMP and I desired that. This was my motivation for creating this library.
To build on Windows I recomend MSYS. For 64-bit I recomend MSYS and MinGW64.