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I get compiler errors when compiling for Windows

Make sure you include windows.h AFTER including sciplot:

#include <sciplot/sciplot.hpp> // FIRST THINGS FIRST!
#include <windows.h>

int WINAPI wWinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance, PWSTR pCmdLine, int CmdShow)
{
    //...
}

See issue #70.

I still have problems when compiling for Windows

Add some defines before you include windows.h:

#include <sciplot/sciplot.hpp>

#ifndef WIN32_LEAN_AND_MEAN
    #define WIN32_LEAN_AND_MEAN
#endif
#ifndef VC_EXTRALEAN
    #define VC_EXTRALEAN
#endif
#ifndef NOMINMAX
    #define NOMINMAX
#endif
#include <windows.h>

int WINAPI wWinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance, PWSTR pCmdLine, int CmdShow)
{
    //...
}

I have problems setting a grid for my plot

This might be a bug in some versions of gnuplot. See issue #73.

I have a different issue

Make sure you check already closed issues too.