Removed the .bat files, because they are misleading.
It does look it works, but it works against one file only. When that one file is compiled by the compiler wrapper, it resume the build process. Looks like if you run multiple python processes (on Windows) an exit of one process tears down all python processes. The solution for it is to compile an executable from the python sources (that's what setuptools are doing). This is tested on appveyor.
When the cmake driven installation take place, that shall do the compilation. Until then just delete it, because it might give a false illusion that it works on Windows, but just could cause long debugging hours to whom it wants to run.