Graphical versions of Quest can be compiled on Windows using Cygwin and it will require Cygwin to be installed in order to run the final executable.
HC versions can be compiled on Windows using Cygwin or MinGW. If compiled using Cygwin then Cygwin is required to run the final executable. Executables built using MinGW can be used on any Windows computer whether or not MinGW is installed.
The source code for The Land requires Turbo Pascal 5.0 to compile and will run in MSDOS or DosBox. I have tried on a few occasions to convert the code to FPC with no success, as such The Land cannot currently be compiled with any modern environment.