My first thought on this is running the latest kubuntu in a virtualbox in seamless mode - i.e. linux apps running on what appears to be windows. I presume you've already considered this and discounted this route?
To answer your question directly...
My guess is that you will need instructions similar to this.
you'll need a compiler, all the development packages to build against and QT4.
Then you'll need to compile using instructions such as
mkdir kdesupport kdelibs kdepimlibs kdebase
cmake ../../kdesupport -DCMAKE_INSTALL_PREFIX=/path/to/where/you/wish/to/install/KDE
KDE themselves have a wiki for this sort of stuff which you should familiarize yourself with.
From the KDE Getting sources guide it doesnt appear that KDE themselves regard 4.3 as current aka stable. Thus you'll need to extract the code from git.
I've found some instructions here on how to do this - I've just reproduced it for completeness
"Got this working. Key steps were realising that kdesvn-build had downloaded the non-KDE Qt version, so I did this, using Qt 4.5.1 for stability:
git clone git://gitorious.org/+kde-developers/qt/kde-qt.git qt-copy
git checkout --track -b 4.5.1-patched origin/4.5.1-patched
I put this under ~/kde/src in the qt-copy directory, then used kdesvnbuild (svn version) with "kdesvnbuild --nosvn qt-copy qca kdesupport kdelibs kdepimlibs kdenetwork" - after a bit of dependency finding, everything worked fine. As mentioned I used SVN 4.3.1 as the base, commands were:
svn checkout svn://anonsvn.kde.org/home/kde/tags/kde ... kdesupport
svn checkout svn://anonsvn.kde.org/home/kde/tags/KDE/4.3.1/kdelibs
svn checkout svn://anonsvn.kde.org/home/kde/tags/KDE ... kdepimlibs
svn checkout svn://anonsvn.kde.org/home/kde/tags/KDE ... kdenetwork
svn checkout svn://anonsvn.kde.org/home/kde/tags/kde ... upport/qca