MS4W v5 - is SDE support compiled-in ?

[Polo Talnir]

I installed the ms4w_2.2.6.zip package, have ArcSDE server and SDK
installed on the Windows XP SP2 machine, but when trying to use SDE
as per the instructions, I get:
msDrawMap(): Image handling error. Failed to draw layer named 'SDE Example
Layer'. msSDELayerOpen(): General error message. SDE support is not available.

When issuing a command mapserv -v in the command-line, SDE is not listed.
Is support for SDE 9.2 compiled-in?. Does it need to be compiled-in?.
I see the c:/ms4w/apache/specialplugins/msplugin_sde_92.dll - is that all
I need? If so, are more detailed instructions for SDE access in Windows
available somewhere?. I had fewer problems in Linux after compiling MapServer
with all the needed options (including SDE) but on Windows, the Install Notes
seem to imply that SDE is supported out-of-the-box so that I didn't compile
the server expecting it work.

Thanks in advance.

TioP