i have an application that make use of nginx and the Nginx Http Push Module (http://pushmodule.slact.net/). Today i use it on linux, but i want to use it on windows. Is there a way or a a pre-compiled package?
Short answer: No.
The Windows code is not open source and Nginx cannot link modules dynamically, as such you're limited to the binaries offered on nginx.org and the modules they include.
On a related note, Nginx on Windows is really sub-optimal and not very fast, you do not want to run it for anything other than development environment.