[chore] Add Windows build scripts and update documentation (#35)

Co-authored-by: songjie.xia <songjie.xia@microtechmd.com>

README.md

diff --git a/README.md b/README.md
index 86b2139..1905eb9 100644
--- a/README.md
+++ b/README.md
@@ -73,10 +73,16 @@
 
 Then, navigate to the doris-streamloader directory and execute:
 
+**Linux/macOS:**
 ```
 cd doris-streamloader && sh build.sh
 ```
 
+**Windows:**
+```
+cd doris-streamloader && build.bat
+```
+
 
 
 ## License

build.bat

diff --git a/build.bat b/build.bat
new file mode 100644
index 0000000..194528d
--- /dev/null
+++ b/build.bat
@@ -0,0 +1,35 @@
+:: Licensed to the Apache Software Foundation (ASF) under one
+:: or more contributor license agreements.  See the NOTICE file
+:: distributed with this work for additional information
+:: regarding copyright ownership.  The ASF licenses this file
+:: to you under the Apache License, Version 2.0 (the
+:: "License"); you may not use this file except in compliance
+:: with the License.  You may obtain a copy of the License at
+::
+::   http://www.apache.org/licenses/LICENSE-2.0
+::
+:: Unless required by applicable law or agreed to in writing,
+:: software distributed under the License is distributed on an
+:: "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+:: KIND, either express or implied.  See the License for the
+:: specific language governing permissions and limitations
+:: under the License.
+@echo off
+setlocal enabledelayedexpansion
+
+set "ROOT=%~dp0"
+set "ROOT=%ROOT:~0,-1%"
+
+if exist "%ROOT%\version.go" del /f /q "%ROOT%\version.go"
+
+echo Formatting Go code...
+for /r "%ROOT%" %%i in (*.go) do (
+    gofmt -w "%%i"
+)
+
+go generate
+
+go build
+
+echo Build success. Output: %ROOT%\doris-streamloader.exe
+pause
\ No newline at end of file