diff --git a/README.md b/README.md
index f44276f..7a23147 100644
--- a/README.md
+++ b/README.md
@@ -45,9 +45,13 @@
   
   ***NB!* Docker is required.**
   
-  Ready wheels for `x86` and `x86-64` for different python versions (3.6, 3.7, 3.8 and 3.9) will be
-  located in `./distr` directory.
+- On Windows MSVC 14.x required, and it should be in path, also python versions 3.6, 3.7, 3.8 and 3.9 both for x86 and 
+  x86-64 should be installed. You can disable some of these versions but you'd need to edit script for that.
+- For building `wheels` for Windows, invoke script `.\scripts\BuildWheels.ps1` using PowerShell. Just make sure that
+  your execution policy allows execution of scripts in your environment.
   
+  Ready wheels for `x86` and `x86-64` for different python versions (3.6, 3.7, 3.8 and 3.9) will be
+  located in `distr` directory.
 
 ### Updating from older version
 
diff --git a/scripts/BuildWheels.ps1 b/scripts/BuildWheels.ps1
new file mode 100644
index 0000000..cf7424e
--- /dev/null
+++ b/scripts/BuildWheels.ps1
@@ -0,0 +1,33 @@
+# 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.
+
+$PyVers="36","37","38","39"
+
+[System.Collections.ArrayList]$PyVersFull = $PyVers
+foreach ($Ver in $PyVers)
+{
+	[Void]$PyVersFull.Add("$Ver-32")
+}
+
+foreach ($Ver in $PyVersFull)
+{
+	& "$env:LOCALAPPDATA\Programs\Python\Python$Ver\python.exe" -m venv epy$Ver
+	
+	. ".\epy$Ver\Scripts\Activate.ps1"
+	pip install -e .
+	pip install wheel
+	pip wheel . --no-deps -w distr
+}
+