If you look in the docs directory of appjs (https://github.com/appjs/appjs/blob/master/docs/building.md) then there is a short description of how to compile using MozillaBuild.
I have also added a more detailed description of getting appjs to compile on windows using the free Microsoft Visual Studio C++ 2010 Express: https://github.com/sihorton/appjs/blob/master/docs/building.md.
Hopefully the second link gives you enough to get started with.
/Simon