how to compile windows NT4/2000?

In order to compile the code you will need to reconstruct a lot of missing libraries and header files. This is strictly a subset of code and basically exists for informational purposes only. You can gather more from reading the code than you likely could from compiling it, given you already have a version of the executable running on your machine.

Further, this code was not leaked from Microsoft, but one of their partners and as such is not "stock" Microsoft code.