Estou configurando um servidor nosso para rodar o Redmine, mas quero que ele rode como serviço e não como um aplicativo de console como por padrão é no WebDav.

C:\Users\Adilson.Carvalho>gem instal win32-service
Building native extensions.  This could take a while...
ERROR:  Error installing win32-service:
        ERROR: Failed to build gem native extension.

C:/Ruby19/bin/ruby.exe extconf.rb
checking for RegisterServiceCtrlHandlerEx()... *** extconf.rb failed ***
Could not create Makefile due to some reason, probably lack of
necessary libraries and/or headers.  Check the mkmf.log file for more
details.  You may need configuration options.

Provided configuration options:
        --with-opt-dir
        --without-opt-dir
        --with-opt-include
        --without-opt-include=${opt-dir}/include
        --with-opt-lib
        --without-opt-lib=${opt-dir}/lib
        --with-make-prog
        --without-make-prog
        --srcdir=.
        --curdir
        --ruby=C:/Ruby19/bin/ruby
        --with-win32-daemon-dir
        --without-win32-daemon-dir
        --with-win32-daemon-include
        --without-win32-daemon-include=${win32-daemon-dir}/include
        --with-win32-daemon-lib
        --without-win32-daemon-lib=${win32-daemon-dir}/lib
C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:364:in `try_do': The complier failed to generate an executable file. (RuntimeError)
You have to install development tools first.
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:417:in `try_link0'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:421:in `try_link'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:529:in `try_func'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:774:in `block in have_func'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:670:in `block in checking_for'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:276:in `block (2 levels) in postpone'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:250:in `open'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:276:in `block in postpone'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:250:in `open'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:272:in `postpone'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:669:in `checking_for'
        from C:/Ruby19/lib/ruby/1.9.1/mkmf.rb:773:in `have_func'
        from extconf.rb:4:in `'

Gem files will remain installed in C:/Ruby19/lib/ruby/gems/1.9.1/gems/win32-service-0.7.1 for inspection.
Results logged to C:/Ruby19/lib/ruby/gems/1.9.1/gems/win32-service-0.7.1/ext/gem_make.out

Instalar usando

gem install win32-service --platform x86-mswin32

Funcionou.

Será que é porque meu server roda em 64-bits? Não sei. O importante é que funcionou.