NetCDF can be built and used from a variety of development environments on Windows. The netCDF library is implemented as a Windows dynamic link library (DLL). The simplest way to get started with netCDF under Windows is to download the pre-built DLL from the Unidata web site.
Building under the Cygwin port of GNU tools is treated as a Unix install. See Platform Notes.
Instructions are also given for building the netCDF DLL from the source code.
VC++ documentation being so voluminous, finding the right information can be a chore. There's a good discussion of using DLLs called “About Dynamic-Link Libraries” at (perhaps) http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dllproc/base/dynamic_link_libraries.asp.
From the .NET point of view, the netCDF dll is unmanaged code. As a starting point, see the help topic “Consuming Unmanaged DLL Functions” which may be found at http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpguide/html/cpconConsumingUnmanagedDLLFunctions.asp, unless the page has been moved.