If you want to build nvm for Windows yourself, user @Adam13531 has provided some instructions:

1. Download this GitHub repo, e.g. as a zip from here.
2. Download Go if you don't already have it.
3. Navigate to the root of the nvm-windows-master directory. This is the project root.
4. Open nvm.iss and set ProjectRoot to the directory from above.
5. Open CMD and navigate to the project root.
6. Type build.
7. Run the installer in \dist<version>\nvm-setup.exe