Example: http://www.pitt.edu/~naraehan/python2/faq.html Read the question "How do I install NLTK 3.0 (Windows)?"
edit: most of the steps in the instructions you linked to are how to install pip, which is now included if you install the latest version of python. So on a current version of python the instructions should reduce to run:
pip install pyyaml nltkIf you look at the nltk site's docs on installing on Windows [1], you see there isn't even any mention of anaconda. In fact, there is basically a set of links asking you to go and figure it out for yourself. Either the maintainers of the NLTK project are not aware that there is a better way (using anaconda like you suggest) or they are aware but haven't seen any good reason to update their documentation.
So why do they (and broadly the 'ecosystem') not update their docs to be more Windows friendly, or to even develop their software so as to be pain free to install on Windows in the first place?
That is the ecosystem effect at play here. How many people are likely to stumble on to your comment when they search "install nltk on windows"? On second thoughts, with my double quotes and all, now they might :-)
Microsoft's definitely doing the right things these past few years so I'm definitely excited for the future. I suspect the we'll see more people adopt .NET before we see Mac/Linux though.