Well its actually a better story than that.
Compiler is installed in c:\windows\microsoft.net\framework folder. You get c# and vb.net compilers in there. This is by default.
SSH is not really the windows way of doing things. Windows 7 pro and above have an RDP server built in though and you can remotely connect powershell to other machines using WinRM.
There is a thing called powershell ISE installed which is a terminal multiplexer, scripting IDE and debugger. the version with windows 8 (and a download for windows 7) has syntax highlighting and completion built in.
So actually, the windows equivalents are already there.
And no you don't need to install visual studio (which the pro edition of 2012 takes only 20 mins to install on my 5 year old ThinkPad).
That is quite a different level of user though to the things people "just know about" for Windows. Most people that consider themselves Windows power users don't have a compiler installed, let alone a SSH server, customised versions of vim (or emacs, or any similar editor) and a terminal multiplexer! I can only imagine that trying to find equivalents to such things on Windows wouldn't be a pleasant or easy experience - the only one that has an obvious answer is Visual Studio, and the last time I dealt with that it took the best part of an hour + multiple reboots to install, let alone the service pack.