We recommend three ways to interact with Coq:
Install Coq (and CoqIDE) on Windows:
  1. Download Coq from https://coq.inria.fr/download , and install it. As an example, my installation directory is "C:\Coq".
  2. Add the installation directory (in my case "C:\Coq\bin") to the system environment "Path".

Install Coq + Emacs + Proof General on Windows:
  1. Install Coq on Windows.
  2. Install Emacs on Windows:
    1. Download Emacs for windows from https://www.gnu.org/software/emacs/download.html#windows or https://sourceforge.net/projects/emacsbinw64/.
    2. Run emacs after installation, and do some random change of options in the "Options" menu (you can always change it back) and then press "Save options". This will generate ".emacs" in your HOME directory. For me on Windows 10, as an example, the generated .emacs file is found at C:\users\userID\AppData\Roaming .
  3. Follow the quick installation instructions to install Proof General in Emacs.