GNAT is part of the full GCC set of compilers and included as part the GCC distribution for windows Mingw at http://www.mingw.org
The AdaCore public GNAT version is available from available from http://libre.act-europe.fr/GNAT/.
A supported version of that compiler is available from AdaCore Technologies at http://www.gnat.com
A Visual Studio Style produce called ObjectAda is available from Aonix
RR Software sells Janus/Ada along with CLAW a think binding to Windows and a CLAW GUI builder.