Wow you have ultimate and don't know how to install a library? I don't know either but I have express version of the same program. I have been wondering the same thing. It can't be as hard as it looks!
It is in the terminal. Since you use windows you can search for the program named run, run the program named run. then write cmd in the text box then press enter.
I think the library you are trying to install is for gnu compiler or something. It is not for your compiler. I think you need another library that is for windows.
Maybe this one, http://www.mpir.org/
Maybe configure is a file or folder inside of mipir? Have you unzipped the folder, that is a start. Then look for a file called configure. I can't make a video about it because im not sure how to do it myself.
I tried to do it now myself but it was too much work. If it is something nice and easy you should consider python. In python it is automatic. The numbers can have over a thousand digits :)
Its not that nice and easy xD. Its pretty complex algorithm and im far to lazy to rewrite it all in python. Well ty for your help :D I guess ill keep researching
You can use this link, http://www.exploringbinary.com/how-to-install-and-run-gmp-on-windows-using-mpir/
but as i said it is pretty hard just installing it...