This page will contain further information about Kalyanov Dmitry's patches for SBCL Windows threads.
For now, you can view the entire patch, and read the implementation notes.
The changes can be seen at https://github.com/dmitryvk/sbcl-win32-threads/compare/8cc24bbe258c31be4740...windows-threads.
If you will try to use
windows-threads branch of sbcl-win32-threads repository, you will certainly hit known limitations.
enhanced-windows-threads branch has fixes for some of them.