./configure <options you want>
make nsis-installer JOBS=<some number>
Your author usually has "--enable-devel-tools
--enable-windows-64 --enable-octave=default --enable-binary-packages" as configure options and use JOBS=7 on my core i5 system.
* the first configure option also includes gdb and an MSYS shell in the binary
* the second avoids the ~700 MB max. array size limit for 32-bit executables but Octave will only run on 64-bit Windows (most Windows systems are 64 bit anyway these days). Note: this option does NOT imply 64-bit indexing