GLPK Installation process on Windows 7 SP1

Prerequists:

Visual C++ (for GLPK v4.65 you'll need VC v2010 Express)
Download the latest GLPK zip package: https://sourceforge.net/projects/winglpk/files/winglpk/ then extract its content to the C:\glpk.
Create the environment variable %GLPK_HOME% pointing to the C:\glpk path you've created, and add to the system path the following value: SET PATH=%PATH%;%GLPK_HOME%\w64
Install GnuWin32 tools (easy way): https://github.com/Silvenga/GnuWin32-Installer
Download, build then copy swig.exe to the glpk directory: https://sourceforge.net/projects/swig/ or the prebuild package which is easier: https://sourceforge.net/projects/swig/files/swigwin/swigwin-4.1.1/swigwin-4.1.1.zip/download then copy swig.exe to your %GLPK_HOME%.
You may also need to download GLPK-CLI and copy its content to the w64 directory from: https://sourceforge.net/projects/glpk-cli/ then execute Build_CLI.bat.
Run Build_WinGLPK.bat from %GLPK_HOME% and wait.

You should now be able to execute glpsol.exe -h command line.

The libglpk-java seems to be broken (or needs a specific JDK different form v11)
Some errors may appears during the compilation/test but it ends up hopefully by running correctly.