Well you need to give more information when you ask a question, saying it dont work is not the way to go.
have you tried
To compile Crystal Space, you'll have to perform the following steps. If anything doesn't work, see the Win32 FAQ, MSVC7 FAQ.
1. Load `CS\mk\msvc\wkstypical.sln'.
2. From the file menu select Build->Build Solution. Note: If you want to build a debuggable version of Crystal Space, you should select the Debug build mode; otherwise select the Release build mode. Do not use the special-purpose ExtensiveMemDebug build mode.
3. After a while the compilation should finish. The signal for a successful build will be come in the form of the something similar to the following:
Build: 1 succeeded, 0 failed, 0 skipped
and if so what went wrong.
did you down load the CS code, and where did you install it? what version? can you find the file "wkstypical.sln"? if not does it exist? if so is you file open dialog giving you the option of opening a .sin file? ect...
Give as much detail as you can and you will get more help.
I dont use windows so I cannot really help you much.
can only suggest you write a long post detailing everthing and at what point the instructions stop working
took me about a day to get CS working, linux dependancy hell

, but it can be done in both linux and win, you just missing somthing simple.
regards and good luck