If you consider yourself advanced user and know how to use Git/Python you are probably better off reading through Mac/Linux guide and choosing your best alternative tools/methods yourself. If not then follow this step-by-step route.
Download and install Git bash from http://git-scm.com/download/win (if not already installed). While installing select "Use Git Bash only" and Unix style line endings.
Clone lime git repo or download zip package from https://github.com/digitalfruit/limejs/archive/master.zip
Extract the contents to suitable place on your hard drive. Next examples will use c:\ as the base path.
If you don't have python download and install it from http://www.python.org/download/. Python3 should work fine but 2.7.x is recommended.
Launch Git Bash
Check if you have python installed on your global path by running: python --version
If this returned error you have to add it to your global path or use full path to binaries in next steps.
To add python to your global path run:
echo "export PATH=$PATH:/c/Python27/" >> ~/.bashrc
This is the longer version if you use Command Prompt instead of Git bash:
Move to lime base folder cd c:\lime
python bin/lime.py --help
In similar pattern continue from Mac/Linux tutorial from step 3
Closure Library: https://developers.google.com/closure/library/
Closure Compiler: https://developers.google.com/closure/compiler/
Closure Templates: https://developers.google.com/closure/templates/
Box2D: http://www.box2dflash.org/docs/2.0.2/reference/
Canvas 2D API spec: http://dev.w3.org/html5/2dcontext/
WebGL spec: http://www.khronos.org/registry/webgl/specs/latest/
Closure book: http://www.amazon.com/Closure-Definitive-Guide-Michael-Bolin/dp/1449381871/ http://books.google.com/books?id=p7uyWPcVGZsC&&pg=PP1
Closure video from Google I/O 2010: http://www.youtube.com/watch?v=yp_9q3tgDnQ