Installation with Cygwin
If you're comfortable with Cygwin, then use it to install git, ssh, wget and python. Install pip, and use pip to install git-review:
$ wget http://peak.telecommunity.com/dist/ez_setup.py
$ python ez_setup.py
$ easy_install pip
$ pip install git-review
Now, clone the repository and set up git-review:
$ git clone ssh://<USERNAME>@gerrit.wikimedia.org:29418/mediawiki/core.git
$ cd core; git review -s
You should be able to use git and git-review normally.