Please use the standard go get
command to build and install Delve on Windows.
go get -u github.com/go-delve/delve/cmd/dlv
Also, if not already set, you have to add the %GOPATH%\bin directory to your PATH variable.
Note: If you are using Go 1.5 you must set GO15VENDOREXPERIMENT=1
before continuing. The GO15VENDOREXPERIMENT
env var simply opts into the Go 1.5 Vendor Experiment.