I see that the sources have some tests in __clang__. But building with clang-cl (the MSVC-driver = clang --driver-mode=cl)
seems unsupported. E.g. on trying to compile examples/embedding/hello-embed.c:

examples/embedding/hello-embed.c(68,6): error: conflicting types for 'mp_import_stat'
uint mp_import_stat(const char *path) {
     ^
.\py/lexer.h(194,18): note: previous declaration is here
mp_import_stat_t mp_import_stat(const char *path);
                 ^

Casting an enum mp_import_stat_t to an uint. What's going on?
I've never thought that was legal.