Microsoft has recently partnered with Joyent to get Node.js running on Windows. Maybe in the future to run on the Microsoft Azure platform (My speculation).
To get started head over to the Node.js site and download the exe. Create an directory to put the exe.
Create a folder next to the exe for you first Node.js project like Hello. Inside the Hello folder you create an server.js file to create your first web server application.
Here is an very basic example
To run the Node.js example open up PowerShell and run the following command:
Now open your favourite browser and browse to the URL you specified in the source file.
That is it! Your first Node.js application running from Windows. Very easy.
Here are some additional links to read:
I will later follow up with a full blow HTML application.