Octave supports MEX files, just like MATLAB. Here’s how to compile a MEX file (in my case pnet):

• Run Developer Tools (2012)
• Change Octave’s math.h to specify correct MS math.h
• Add Octave ‘bin’ folder to path
• Change to the folder with the files
• Run command:
  mkoctfile --mex -lws2_32.lib -DWIN32 -v -o pnet pnet.c
• The last command fails because a random .lib gets added somehow. Run manually (change paths for your installation):
  link -nologo -DLL -out:pnet.mex pnet.o ws2_32.lib -LIBPATH:C:\bin\Octave-3.6.4\lib\octave\3.6.4 -LIBPATH:C:\bin\Octave-3.6.4\lib octinterp.lib octave.lib cruft.lib -export:mexFunction -incremental:no dirent.lib msvcmath.lib
  I’ve forgotten how I figured that out, so sorry if I’m not giving credit if it’s due somewhere!