Getting Started with Ruby on Rails on Windows
http://ieatbinary.com/2013/12/03/getting-started-with-rails-on-windows/
This is not a guide for those who are trying their best to not use Unix like environment in develop Rails application. This is more like a guide to do almost everything in Linux without replacing your Windows.
gem update --system
gem install rails
rails new mynewapp
For someone experimenting with rails it's more than enough!
[1] http://rubyinstaller.org/downloads/