spld (and splfr) are command line tools and need to have access to a working C compiler and linker. This is typically not a problem on UNIX-like systems but on Windows there are some special steps needed in order to set up the environment so that the C compiler can be used.
The easiest way to get a command prompt where the C compiler works is to open the ‘Visual Studio 2005 Command Prompt’ from the Start menu. On Windows Vista this is located under ‘All Programs/Microsoft Visual Studio 2005/Visual Studio Tools/’. This opens up a command prompt where cl.exe (the C compiler) can be found via the PATH environment variable.
An alternative is to run the Visual Studio set up script from the command prompt, something like:
C:\>"C:\Program Files\Microsoft Visual Studio 8\VC\vcvarsall.bat" x86
This is in fact what the ‘Visual Studio 2005 Command Prompt’ shortcut does.
Similar steps will work for other versions of Visual Studio. Note that there are different versions of SICStus Prolog for different versions of Visual Studio. This is necessary since each version of Visual Studio comes with its own version of the C library.
Once the environment is set up for using the C compiler you should be able to use the spld (and splfr) tools without problem.