I wish I had a solution, I definitely had a similar experience.
About 2 weeks ago I needed a version of luafilesystem that was for a different lua version than the one I always use on Windows, and spent about 4 hours trying to get LuaRocks working and compiling it for me. It was not a great experience and I ended up googling for an OpenSource project that used it and came with a Visual Studio solution. And I've been programming on video game consoles for 3 decades, am one of those people that still works in a DOS window 90% of the time, so I am not unfamiliar with having to figure something out, but there was just too many issues that needed resolving with very confusing leads. Permissions? Paths? I don't know, I gave up.
I totally believe it's a smooth experience on *nix but my Windows experience was truthfully infuriating.
Kaj
