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Windows vs Unix
There are a few differences in how to program curl the Unix way compared to the Windows way. Perhaps the four most notable details are:

Different function names for socket operations

In curl, this is solved with defines and macros, so that the source looks the same in all places except for the header file that defines them. The macros in use are sclose(), sread() and swrite().

Init calls

Windows requires a couple of init calls for the socket stuff.
That is taken care of by the curl_global_init() call, but if other libs also do it etc there might be reasons for applications to alter that behavior.
We require WinSock version 2.2 and load this version during global init.

File descriptors

File descriptors for network communication and file operations are not as easily interchangeable as in Unix.
We avoid this by not trying any funny tricks on file descriptors.

Stdout

When writing data to stdout, Windows makes end-of-lines the DOS way, thus destroying binary data, although you do want that conversion if it is text coming through... (sigh)
We set stdout to binary under windows

Ifdefs

Inside the source code, We make an effort to avoid #ifdef [Your OS]. All conditionals that deal with features should instead be in the format #ifdef HAVE_THAT_WEIRD_FUNCTION. Since Windows cannot run configure scripts, we maintain a curl_config-win32.h file in the lib directory that is supposed to look exactly like a curl_config.h file would have looked like on a Windows machine.
Generally speaking: curl is frequently compiled on several dozens of operating systems. Do not walk on the edge.
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Different function names for socket operations
Init calls
File descriptors
Stdout
Ifdefs