I think there's an nmake.exe. The thing is, I think mine came with my Visual Studio software. In fact, you might not even be able to get a standalone version of it anymore.
If you do have Visual Studio and nmake (or even somehow just nmake), you can copy nmake.exe to the folder where you want to do your make. Here's Microsoft's instructions on how to run the tool.
You don't have a Perl Package Manager you can use to install Math::Pari? That's how I get my packages. It even notes any dependencies you need for packages you want to install and automatically installs those as well, preventing problems like this.
Perl Package Manager
comes with ActivePerl, and makes package management much simpler than the way you're describing it.
It looks like you can get PPM from CPAN!