cccl is a bash shell script which utilizes sed. Therefore, you will need at the very least Windows versions of bash and sed. The easiest and best source of these (as well as many other Unix tools) is RedHat's Cygwin. Go to the Cygwin website to download and install Cygwin. If your planning on using cccl to build autotools projects, make sure that you install autoconf, automake, and libtool as well.
Some older distributions of Cygwin did not include libtool, so you'll need to install it from source. You can use Cygwin's gcc to compile the libtool (it's just compiling a support library you won't use in your MSVC projects). Make sure that libtool installs to the same prefix as autoconf and automake (most likely /usr). Use the "--prefix=" option in libtool's configure script to make sure this happens. Otherwise, you'll run into problems later when you try to build your autotools project.
Once you have a working Cygwin environment, you have to options. You may either manually copy the cccl file to somewhere in your path, since it's just a script.
Alternatively, you may do the normal Unix "./configure ; make ; make install" routine.
Obviously you'll want cccl to be in your path. Since cccl directly invokes cl.exe and link.exe, you'll need to make sure that these are in your path as well. This may have been done for you Visual Studio install. If not, there may be a file called VCVARS32.BAT which can be run from an MS-DOS command prompt to set your path. However, you'll probably want cl.exe and link.exe to be permanantly in your path. If they're not there already, refer to the documentation included with Visual Studio on how to do this, as the process differs on each Windows variant.