I have been looking for the answer to this too (and others).
I followed the instructions and videos for a full custom build of OpenCV as detailed in the "Installation in Windows" page. It took ages, and for nothing.
Not only the docnloads were huge (that's very understandable), but tweaking was a pain.
Change from SVN to GIT (OK, only had to change tortoise).
Download MS Visual Studio 10 Express, only to find out at the end of the whole process that Express does not work. I did not want MSVC. I want to use with Eclipse (use GCC also if necessary). Also the VC build process, in addition to a whole load of errors, threw a tonne of warnings about float/double conversion.
CMake would not find OpenNI - nowhere can I find an answer to the simple question: where are variables like OPENNI_LIB_DIR declared?
A whole load of crap (more than just the above details). So, instead of digging a deeper hole, I decided to install the basic build (as the possibility was described n the "Install in Windows" page). I would work on OpenCV and then with time and good answers go to the full build. I binned half a day's work, including that horrible MS product.
Then I went to the OpenCV doc page and followed the link to the SourceForge download.
Once downloaded, what a surprise to discover that, contrary to the idea of downloading and installing as proposed by the doc (read: "Start Setup"), I receive the source again with no setup possible! Same whether it is 2.4.2 or earlier.
Then looking at the video in the OP, I have to re-install MSVC to do this? You have got to be kidding me! No way am I doing that!
Considering the prevalence of Eclipse, why can't the Eclipse installation guide actually say something useful instead of sending us to MSVC?
To be fair, I think that the documentation is now just out of date, but it does not help me at all to be fair.
I promise that I will succeed, but if anyone can give any pointers, it would be much appreciated.