One prerequisite for building Node.js on Windows is Python 2.6/2.7 preinstalled.
At the time of writing I grabbed the Latest Python 2 Release - Python 2.7.11. To be more precise, the Windows x86-64 MSI installer.
Note:
After the installation process I had to log out and log in again to use Python in the PowerShell.
PS C:\Users\fluffi> python
Python 2.7.11 (v2.7.11:6d1b6a68f775, Dec 5 2015, 20:40:30) [MSC v.1500 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> print "Hello, World!"
Hello, World!
>>> exit()