libffm-python
                                
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                        Doesn't install under windows
It looks like the Windows makefile hasn't been updated for the python wrapper.
Oh I can compile under windows - but the windows makefile produces two executables (train and predict), rather than a shared library. Your python code requires an import of the libffm.so library, which is never created when compiled under windows. I hope that makes sense?
For reference, I have it working under ubuntu.
Ok now it makes sense - probably because I modified only Makefile, and not Makefile.win. I cannot really test it on windows, so contributions are welcome.