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This downloads standalone 64-bit MSVC compiler, linker & other tools, also headers/libraries from Windows SDK into portable folder, without installing Visual Studio. Has bare minimum components - no UWP/Store/WindowsRT stuff, just files & tools for 64-bit native desktop app development.
Run python.exe portable-msvc.py and it will download output into msvc folder. By default it will download latest available MSVC & Windows SDK - currently v14.32.17.2 and v10.0.22621.0.
You can list available versions with python.exe portable-msvc.py --show-versions and then pass versions you want with --msvc-version and --sdk-version arguments.
To use cl.exe/link.exe from output folder, first run setup.bat - after that PATH/INCLUDE/LIB env variables will be setup to use all the tools as usual. You can also use clang-cl.exe with these includes & libraries.
To use clang-cl.exe without running setup.bat, pass extra /winsysroot msvc argument (msvc is folder name where output is stored).