The doucmentation does not really help, its more like a hint or tip..
Anyway, thers what I have done/tried so far:
I tried this method:
http://community.crystalspace3d.org/tiki-read_article.php?articleId=17But the Jam command did not work
So I tried to compile it using MSVC++ 08 Express but it had to convert the code bcoz it was writen fro a older version...
Than I tried to compile it with MSVC++ 05 Express but it always gave me a error(some file was missing)... after searching the forums it I found a thread about the same problem, where som1 said that that the Platform SDK is needed, so I downloaded and installed that... (Windows® Server 2003 SP1 Platform SDK)
after I installed the SDK I still got the same error in MSVC 05 that the file was missing so I started to look at the MinGW folder and found a exe file that automatical downloaded a update, so I did that to...
after the update was downloaded I tried to compile CS with MSYS again...
When I tried the ./configure command a list of some thing appeared.. looked to me like it was checking for files or so, (sometimes it said yes and sometimes no about one of the lines..)
after that I tried the Jam command and it worked.. after like 30 min. (or more) of compiling the only thing it did (at last as far as I can tell) .. it created a msysx86 folder in the out folder that appeared in the CS folder..
but there were no exe files, the only exe file that appeared was the jam.exe after I tried the ./configure command..
and the walktest didn't work..
ah, and I installed the the Win32Libs somewhere in there between (cant really remember when)
so, is that it? Because you said that I would get a few exe files, but I dont see any except the jam one... :s
[edit] ah, I remembered that I wanted to ask another question...
Why is there no already compiled version of CS available on the site? That would make things a lot easier..

[edit 2] Ok, I give up.. at last for now.. but I wil probably try it again later.. maybe..

Anyway, thats for trying to help me .. ^^