Some instructions here:
http://publicint.blogspot.com/2010/06/setup-googlecl-on-winxp.html
However, it seems newest versions of the googlecl tool come pre-built. The only issue was I was missing MSVCRT71.dll file. This can be obtained for Windows 7 here:
http://www.addictivetips.com/windows-tips/fix-msvcp71-dll-and-msvcr71-dll-missing-error-in-windows-7/