About the initial error: Did you disable some bindings in build-bindings.xml? The build script hasn't been updated to handle every combination gracefully (e.g. a recent change has made GLFW depend on all of: EGL, OpenGL, OpenGL ES, Vulkan). Out of the box though, it should build fine.
On Windows, native compilation requires the MSVC toolchain to be configured properly. The easiest way is to add the vcvarsall.bat script to your PATH (for VS 2019 its default location is: C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\VC\Auxiliary). Then run:
vcvarsall amd64 // for a x64 build, or
vcvarsall amd64_x86 // for a x86 build (you must also run the LWJGL build with a x86 JDK)
Full instructions for Windows x64:
// install VS 2017 or 2019
// install JDK 8+
// install Apache Ant
set JAVA_HOME=<path to JDK 8+>
vcvarsall amd64
ant // compiles templates, generates code, compiles Java and native code, runs tests
ant demo -Dclass=org.lwjgl.demo.glfw.Gears // runs the Gears sample