Cygwin users can install Gnosis XML utils the same as Linux use. Just call make.
cd objdictgen
make
Others will have to download and intall Gnosis XML by hand :
Gnosis Utils:
http://freshmeat.net/projects/gnosisxml/
http://www.gnosis.cx/download/Gnosis_Utils.More/Gnosis_Utils-1.2.1.win32-py24.exe
Get latest version.
Download CanFestival archive and uncompress it. Use windows file explorer to go into CanFestival3\objdicgten, and double-click on objdictedit.py.