The error messages you quoted seem to indicate that the compiler cannot find the FFTW libraries. Have you downloaded and installed those libraries on your system ? They are available from http://www.fftw.org/ . The libraries for windows include a command line utility to benchmark how fast the FFTW libraries work ou your machine. You could use this utility to check that your FFTW installation is working properly.
Then, the variable fftwPath in the Matlab script must be modified to point to your FFTW installation.
Hopefully, this should solve your problem.
If this doesn’t work, more information will be recquired to help you (version of Windows, compiler, Matlab and FFTW you are using).
If you need further help you can contact me at :
james . mure – dubois NOSPAM unine . ch
(remove spaces and replace nospam by @)
As my usage of S2Kit ended in 2009, I cannot promise that I’ll be able to help you, but I can try

Cheers, James

Building s2fst mex file …
s2fst.obj .text: undefined reference to ‘_fftw_plan_r2r_1d’
s2fst.obj .text: undefined reference to ‘_fftw_plan_guru_split_dft’
s2fst.obj .text: undefined reference to ‘_fftw_destroy_plan’
cospmls.obj .text: undefined reference to ‘__imp__fftw_plan_r2r_1d’
cospmls.obj .text: undefined reference to ‘__CIsin’
cospmls.obj .text: undefined reference to ‘__imp__fftw_execute’
cospmls.obj .text: undefined reference to ‘__CIsqrt’
cospmls.obj .text: undefined reference to ‘__imp__fftw_destroy_plan’
fst_semi_fly.obj .text: undefined reference to ‘__imp__fftw_execute_split_dft’
fst_semi_fly.obj .text: undefined reference to ‘__imp__fftw_plan_guru_split_dft’
primitive.obj .text: undefined reference to ‘__CIcos’
seminaive.obj .text: undefined reference to ‘__imp__fftw_execute_r2r’

C:\MATLAB701\BIN\WIN32\MEX.PL: Error: Link of ‘s2fst.dll’ failed.

??? Error using ==> mex
Unable to complete successfully

Error in ==> JMu_mexS2Kit at 30
eval([‘mex’ ‘ -I’ fftwPath ‘ -I’ s2kpath …

Cheers, James