If you want a tutorial for setting up a windows miner, this seems to be the classic post to start by @tuck-ftheman (and yea ... seems to run better on Linux - even in a VM inside Windows)

https://steemit.com/steem/@tuck-fheman/how-to-mine-steem-in-windows#@pfunk/re-tuck-fheman-how-to-mine-steem-in-windows-20160529t050617981z