How to include an extension for SQLite coming with Python?

I have the Anaconda Python distribution installed on Windows and I'd like to add an extension to SQLite used by Python: The extension-functions.c file from http://ift.tt/1w2MjDw.

The file says I should install MinGW and compile the file first. It asks for an sqlite3ext.h which I cannot find in Python.

Where is the files I need to compile this extension for SQLite in Python?

What should be the steps in Windows?

And can I compile this extension on one computer and copy the result to another computer (where I cannot install MinWG)?