If you don't already have Visual Studio installed, go ahead and install
Visual Studio Community Edition
Once that is installed, clone the KRelay source code from git to your computer, and then open K_Relay.sln using Visual Studio.
Once everything loads, you can just press Ctrl + Shift + B to build the source.
You can also press F5 to open KRelay in debug mode. Any exceptions which are thrown while in debug mode will cause KRelay to 'break' (pause) to give you a chance to look at the exception in further detail.
If you manage to fix the problem, you can find the compiled KRelay that you built in the folder: KRelay\K_Relay\bin\Debug. The folder will also contain some other files with .vshost extensions, these aren't necessary for just opening KRelay normally.