The major issue that makes Windows built very difficult is that you need to rebuilt Subversion itself because the binaries of Subversion under Windows are statically linked. Moreover, as far as we know, the current project file of Subversion for Windows does not have a built-in option to make a client DLL. There are also some other issue that currently require a separte built of SubversionSharp itself.
We expect to overcome the last two points and the first one should be resolve by the new 1.1.x branch of SVN. Until the Subversion team does not make required changes to provide a DLL for their client API under Windows, we are stuck (as other projects like TortoiseSVN or AnkSVN) to provide a special built of the client library with our project. Under Linux, there is no such difficulties, just building our DLLs and it works on the standard installation of Subversion.