aW3ikun commented on issue #20954:
URL: 
https://github.com/apache/incubator-mxnet/issues/20954#issuecomment-1259280200

   Hi, guys. I have compiled and installed successfully mxnet(v1.9.x) with 
python3.8 and cuda11.3(RTX 3060) on Windows11 in these days. Performance in a 
model of D2L is not bad. Actually, I also had the same problems. So, I leave my 
steps as a reference.
   1. Following the official website and installing all dependencies. 
https://mxnet.apache.org/get_started/build_from_source
   2. Compiling the mxnet with `mxnet/ci/build_windows.py`. Before the start, I 
modify the parameter [this 
line](https://github.com/apache/incubator-mxnet/blob/878c3c9e5d172755e73ba346fffac56719ab0331/ci/build_windows.py#L130)
 to "Auto", and I modify all folder addresses and add `CUDNN_ROOT` path to 
adapt the CMake configuration below [this line of 
code](https://github.com/apache/incubator-mxnet/blob/878c3c9e5d172755e73ba346fffac56719ab0331/ci/build_windows.py#L297).
   ```
           if 'CUTENSOR_ROOT' not in os.environ:
               os.environ["CUTENSOR_ROOT"] = "D:\\libcutensor"
   ```
   4. `python /ci/build_windows.py`, waiting to complete.
   5. The following is important. No Running python setup.py install in 
windows_package, since it occurs same problems. So, i copy compiled binaries 
like mxnet_xx.dll and libmxnet.dll to`mxnet\python\mxnet`. Then Coping all 
dependencies to the same folder. For many .dll names, please refer to the 
release in my 
[repository](https://github.com/aW3ikun/My_mxnet/releases/tag/mxnet) in which u 
could find all DLL files with  similar names.
   6. Using python -m pip install -e /mxnet/python/ to install the python 
module of mxnet. And u may test it with some code.


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