This link seems to contain an explanation and some examples (i.e. links to other git repositories). I followed the instructions below and was able to run the x86 executable on my development system (64 bit did not work). I have not tested Android or iOS projects.
I quoted the start of the link, the rest of the page explains some details about the generated code.
Beginning of work
Make sure you have Windows 10 installed. If you cannot install it on your main machine, you can configure the virtual machine on Windows 10 to develop Cocos2d-x.
Download and install Microsoft Visual Studio. Make sure that Universal Application Development Tools for Windows is selected from the list of additional features that are required for UWP development. Cocos image 1
Install Python 2.7.x
Add c: \ Python27 to the path environment setup
I think I have the correct python installation with the visual studio 2015 community version, which is automatically added to the path.
Clone the Cocos2d-x repo [ https://github.com/cocos2d/cocos2d-x] and follow the steps described in the corresponding readme file (download-deps.py and git update the -init submodule)
Instead of cloning the git repository, I actually downloaded cocos2d-x-3.8.1.zip from the website, while this seems to work. I used the following commands in the folder where I was unpacking.
python download-deps.py python setup.py
Like I said, I did not check the Android and / or iOS projects that were generated.
Open a command prompt and use the command:
cocos new myWin10Game -l cpp -d projects
NB: after this generation step, the query told me that I needed to change some things in Android and iOS projects.
Go to the proj.win10 folder and open the solution. In this example, it will be myWin10Game.sln.