Windows: Lisp Cabinet, Quicklisp, Lispbuilder-SDL.

There are many ways to provide Lispbuilder-SDL on Windows platform for SBCL.
I present the simplest one I found.

1. Install Lisp cabinet. I installed SBCL version only.
2. Run it (choose SBCL version in the dialog) and in SBCL REPL run the command (lisp-cabinet:load-quicklisp)
3. Now we have almost everything done and the only lacking part is the Lispbuilder-SDL itself. To install it:
1. Get the runtime of SDL library and put SDL.dll file, say, to C:\WINDOWS\ folder.
2. Install the Lispbuilder-SDL with the following command in REPL: (ql:quickload "lispbuilder-sdl")

Voilà.