If the documentation is wrong/outdated then please report a bug.
I notice that every time someone files a bug about the broken links in the "Building PHP for Windows" documentation, a PHP developer closes the bug and says to follow the Wiki notes instead (http://wiki.php.net/internals/windows/stepbystepbuild) which are unfortunately not complete...hence my confusion.
I see one such bug, are there others?
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http://bugs.php.net/bug.php?id=46021
In the very least the "Building PHP for Windows" section should not include broken links, so, this bug has been reopened.
Regards,
Philip