Firstly, there currently is no GUI. The cursesui which is a tui, is sufficient as it provides a window that looks similar to most IRC clients . Currently its lacking a few features like being able to scroll through the player list and so forth.
Secondly, by made i assume you mean you compiled it from the source.
Did you use Microsoft Visual C++ / Microsoft Visual Studio? or did you use mingw/msys or cygwin?
Github only holds the code for mineserver, so you will not find pre-compiled components there, such as the nether.dll. The source for the nether can be found in plugins\nether however there is no Visual Studio project for building this on Windows at the moment, since development of this plugin is being done primarily on Linux, and has not yet been tested on Windows.
If you are looking for a pre-compiled mineserver, it can be found here
http://mineserver.be/downloads/#windowsIf the curseui doesn't work you can result to the internal one, by setting the following:
system.interface.use_cli = true;