How compile *.proto files?

In README:

Installation

First you need to install ProtocolBuffers 3.0.0-beta-3 or later.

mkdir tmp
cd tmp
git clone https://github.com/google/protobuf
cd protobuf
./autogen.sh
./configure
make
make check
sudo make install

Then, go get -u as usual the following packages:

go get -u github.com/grpc-ecosystem/grpc-gateway/protoc-gen-grpc-gateway
go get -u github.com/grpc-ecosystem/grpc-gateway/protoc-gen-swagger
go get -u github.com/golang/protobuf/protoc-gen-go

I try compiling on Windows, download protoc.exe and do "go get -u " without errors but still are problems with *.proto, I issued.