I have now managed to compile the tests with MSVC and MSVC headers. (Using Visual studio.NET)
(Using instructions from http://winehq.com/site/docs/wine-devel/testing-windows )
propset.c, process.c, thread.c, wksta.c, env.c, error.c, generated.c, large_int.c, path.c, rtl.c, rtlbitmap.c, rtlstr.c, string.c and dpa.c did not compile however.
This means with VC++ and MSVC headers 12 EXEs compile, with VC++ and MinGW headers 16 EXEs compile. Crosscompiling tests from Linux is still somewhat broken as per current CVS, but still 18 EXEs compile!
So crosscompiling gets us the most tests compiled.
Errors with MSVC headers: h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(42): error C2065: 'HDPA' : undeclared identifier h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(42): error C2146: syntax error : missing ';' before identifier 'dpa_ret' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(42): error C2144: syntax error : '<Unknown>' should be preceded by '<Unknown>' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(42): error C2144: syntax error : '<Unknown>' should be preceded by '<Unknown>' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(42): error C2143: syntax error : missing ';' before 'identifier' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(42): error C2065: 'dpa_ret' : undeclared identifier h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(43): error C2275: 'INT' : illegal use of this type as an expression h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(43): error C2146: syntax error : missing ';' before identifier 'int_ret' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(43): error C2144: syntax error : '<Unknown>' should be preceded by '<Unknown>' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(43): error C2144: syntax error : '<Unknown>' should be preceded by '<Unknown>' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(43): error C2143: syntax error : missing ';' before 'identifier' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(43): error C2065: 'int_ret' : undeclared identifier h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(44): error C2275: 'CHAR' : illegal use of this type as an expression H:\program files\Microsoft Visual Studio .NET\Vc7\PlatformSDK\Include\WinNT.h(239) : see declaration of 'CHAR' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(44): error C2146: syntax error : missing ';' before identifier 'test_str0' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(44): error C2144: syntax error : '<Unknown>' should be preceded by '<Unknown>' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(44): error C2144: syntax error : '<Unknown>' should be preceded by '<Unknown>' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(44): error C2143: syntax error : missing ';' before 'identifier' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(44): error C2065: 'test_str0' : undeclared identifier h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(44): error C2059: syntax error : ']' h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(46): warning C4013: 'DPA_Create' undefined; assuming extern returning int h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(48): warning C4013: 'DPA_Search' undefined; assuming extern returning int h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(48): error C2065: 'DPAS_SORTED' : undeclared identifier h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(50): error C2065: 'DPAS_INSERTBEFORE' : undeclared identifier h:\work_dir\Wine\wine\dlls\comctl32\tests\dpa.c(52): error C2065: 'DPAS_INSERTAFTER' : undeclared identifier oleaut32_test error LNK2019: unresolved external symbol _IFont_QueryInterface referenced in function _func_olefont oleaut32_test fatal error LNK1120: 1 unresolved externals h:\work_dir\Wine\wine\dlls\ntdll\tests\string.c(27): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\ntdll\tests\rtlstr.c(28): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\ntdll\tests\rtlbitmap.c(26): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\ntdll\tests\rtl.c(27): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\ntdll\tests\path.c(24): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\ntdll\tests\large_int.c(27): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\ntdll\tests\generated.c(14): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\ntdll\tests\error.c(24): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\ntdll\tests\env.c(24): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\netapi32\tests\wksta.c(28): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\kernel\tests\thread.c(27): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\kernel\tests\process.c(27): fatal error C1083: Cannot open include file: 'ntstatus.h': No such file or directory h:\work_dir\Wine\wine\dlls\dsound\tests\propset.c(32): fatal error C1083: Cannot open include file: 'dsconf.h': No such file or directory