After trying at home for the client, server I told sir it is not working we have to see some other option.
The other options which was available in documentation is building nghttp through cygwin.

Notes for building on Windows (Mingw/Cygwin)

Under Mingw environment, you can only compile the library, it's libnghttp2-X.dll and libnghttp2.a.

If you want to compile the applications(h2load, nghttp, nghttpx, nghttpd), you need to use the Cygwin environment.

Under Cygwin environment, to compile the applications you need to compile and install the libev first.

Secondly, you need to undefine the macro __STRICT_ANSI__, if you not, the functions fdopen, filenoand strptime will not available.