Kicad source compilation with MSVC

There is no one answer to that question.
Some of them are Python scripts that are executed inside KiCad (see Tutorials on python scripting in pcbnew for some information about this)
Some of them are standalone programs (written in whatever language the author chose) that just interact with KiCad files.
KiCad does not have a mechanism for loading third-party code (DLLs, for example), the only plugin functionality supported is via Python.

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