Tried to search everywhere but could not find mod_spdy for windows server. I do not know how to compile.
You're going to need to compile it yourself as per the instructions here:
Note that the explicitly supported platforms are Debian/Ubuntu or RHEL/CentOS, as per https://developers.google.com/speed/spdy/mod_spdy/. That doesn't mean you can't get it working under Windows, but you will need to do your own lifting.
There is a mod_spdy discussion list that will probably be able to help you more specifically: