The current windows installer from http://www.haskell.org/ghc/download_ghc_7_0_1\#windows is missing the "include" directory in its root directory.

For example this build fails because it cannot find HsFFI.h, which is located in C:\Haskell\ghc-7.0.1\lib\include and not in C:\\Haskell\\ghc-7.0.1/include, where GHC is looking for it:

configure: creating ./config.status
config.status: creating include/HsDirectoryConfig.h
config.status: include/HsDirectoryConfig.h is unchanged
("C:\\Haskell\\ghc-7.0.1\\mingw\\bin\\gcc.exe",["C:\\Users\\Nils\\AppData\\Local\\Temp\\3048.c","-o","C:\\Users\\Nils\\AppData\\Local\\Temp\
\3048","-D__GLASGOW_HASKELL__=700","-Iinclude","-I.","-IC:\\Haskell\\ghc-7.0.1\\old-time-1.0.0.6\\include","-IC:\\Haskell\\ghc-7.0.1\\Win32-
2.2.0.1\\include","-IC:\\Haskell\\ghc-7.0.1\\bytestring-0.9.1.8\\include","-IC:\\Haskell\\ghc-7.0.1\\base-4.3.0.0\\include","-IC:\\Haskell\\
ghc-7.0.1/include","-IC:\\Haskell\\ghc-7.0.1/include","-LC:\\Haskell\\ghc-7.0.1\\old-time-1.0.0.6","-LC:\\Haskell\\ghc-7.0.1\\old-locale-1.0
.0.2","-LC:\\Haskell\\ghc-7.0.1\\filepath-1.2.0.0","-LC:\\Haskell\\ghc-7.0.1\\Win32-2.2.0.1","-LC:\\Haskell\\ghc-7.0.1\\bytestring-0.9.1.8",
"-LC:\\Haskell\\ghc-7.0.1\\base-4.3.0.0","-LC:\\Haskell\\ghc-7.0.1\\integer-gmp-0.2.0.2","-LC:\\Haskell\\ghc-7.0.1\\ghc-prim-0.2.0.0","-LC:\
\Haskell\\ghc-7.0.1","-LC:\\Haskell\\ghc-7.0.1"])
C:\Haskell\ghc-7.0.1\mingw\bin\gcc.exe returned ExitFailure 1 with error
message:
In file included from C:\Users\Nils\AppData\Local\Temp\3048.c:1:0:
include/HsDirectory.h:19:19: fatal error: HsFFI.h: No such file or directory
compilation terminated.

You have to pass --extra-include-dirs=C:/Haskell/ghc-7.0.1/lib/include to get it to compile.