Everything should Just Work (TM) on Windows these days. SBCL provides reasonably fresh binaries to download. Quicklisp can be installed by entering the necessar

Everything should Just Work (TM) on Windows these days. SBCL provides reasonably fresh binaries to download. Quicklisp can be installed by entering the necessary commands into SBCL console. Emacs has a Windows installer. SLIME can be installed from Quicklisp. And so on. I develop in Lisp on both Windows and Linux machines, it works exactly the same (which cannot be said of some other languages).