So far I used the Windows-builds of ffmpeg from Zeranoe.com. But since I ran into a dead end with the piping of audio and video at the same time, I thought it was time to dig a bit deeper. Maybe I am doing something wrong, maybe the windows-port is somehow flawed. The first step is to have a look at the source. And this means - being able to build it myself. A quick web-search makes clear: this is not a task too easy... Luckily, these posts got me on the right track - here and here. I took quite a while, but finally I was able to set up a virtual machine with Linux, and in this machine I am able to cross-compile ffmpeg for Windows. I put together a little script which downloads the MingGW-build script, then downloads the sources for faac, x264, lame and of course ffmpeg, builds them and finally creates the Windows-binaries. So far only x86.
The virtual machine is available here. There is one user on the machine: build with the password "build".
In build's home, cd into ffmpeg-build and run "./buildffmpeg".
Now you can choose whether to run the MingGW-script (you only need to do this once, it will take some time...)
Here you need to choose 2 (Win32 x86) - I have not yet bothered with x64-builds:
The process of downloading and building will take quite some time, and finally you should find the binaries in the folder ~/software/packages/win32.