Right now only the event PECL extension has prebuilt DLLs for Windows available on PECL making it probably the easier target to start with it (well aside from React\EventLoop\StreamSelectLoop).
The ev extension we are currently using is not on PECL and doesn't have a config.w32 so it's highly unlikely to work on the Windows platform or at least it's definitely untested. Considering the state of this extension I'm not sure it's even worth to try.
On the other hand the ev PECL extension, for which we have pending PRs for an event loop implementation and is more future-proof from our POV, doesn't have prebuilt binaries on PECL but does have a config.w32 so it's probably worth a try, at least starting with something local. I don't know AppVeyor much so I don't know how much flexibility it allows in regards to building stuff, but I've just noticed that they have images with Visual Studio as a development environment so it should be somehow possibile. Having prebuilt binaries would be actually better for us, obviously.
The last time I tinkered with PHP on Windows was probably like 2006 or something 🤢 💩