It was mainly reading several different tutorials, setting up the things described there (you need Platform SDK, C++ Toolkit & .net 1.1 + SP, .net SDK, cygwin, ...) and then setting up my own build environment (kinda customized) based on others, that were described somewhere (I'm using a batch file, didn't want to change my default Windows settings). The last step took a good part of the time and required some trial and error.
If you need a good step-by-step guide look for Waldos' posting here:
http://forums.mozillazine.org/viewtopic.php?p=494957
His work is based on TierManns':
http://tiermann.freehosting.net/
http://iterator.besmirched.org/mozilla/mozbuild.html might help as well.
I based my .mozconfig on Dorians (look in the forum), optimized for a different processor, but did a integrated build (of course <g>) as well. You have to avoid the -GL switch.
HTH!
P.S.: Ulfs patches to Mozilla and his mozconfig are not documented as far as I know.
P.P.S.: I'm still looking for an editor/ide to do some K-M work. Help appreciated. :-)