After some challenges, I managed to build successfully the environment required by KStars. The environment basically refers to Qt & KDE Frameworks.
A very important role has played emerge, a powerfull tool used for building KDE sources on MS Windows.
After building the Windows environment, I went further, trying to build KStars on Windows. I was afraid that the building of KStars would have stop at 5-10%, but at the end the attempt proved to be highly succesfull as KStars has been built up to 89%. Now I need to follow the error message and find a solution for it.
More details can be found on my personal webpage.
In conclusion, building Qt & KDE Frameworks along with 89% of KStars is a big step to my first goal: running KStars on Windows.