Microsoft and Hortonworks along with Open Source communities have contributed different solutions to setup Hadoop on Windows environment
1. Hadoop using Cygwin
Hadoop using Cygwin allows to create Hadoop cluster on Windows. Please visit http://sundersinghc.wordpress.com/2013/04/08/running-hadoop-on-cygwin-in-windows-single-node-cluster/ for setup details. Most important the steps allow environment replication of Hadoop on Windows 7, Windows 8 and Server editions.
2. Hadoop using Maven
Hadoop version 2.2 onwards includes native support for Windows. The official Apache Hadoop releases do not include Windows binaries (yet, as of January 2014) however allows building Windows package using maven. Visit https://wiki.apache.org/hadoop/Hadoop2OnWindows for similar information and insights. The steps allow environment replication of Hadoop on Windows 7, Windows 8 and Server editions.
3. HDInsight Emulator
Provided by Microsoft with an intent to allow Azure users to learn and play with developing HDInsight solutions on Azure. As an emulator it provides local development environment and limited to install at Single Node only. Also, allow data storage/collection to and from BLOB storage. For details visit http://azure.microsoft.com/en-us/documentation/articles/hdinsight-get-started-emulator/.
4. HDInsight Services
Apache Hadoop based cloud service offers production setup along with all cloud benefits. For insights visit http://azure.microsoft.com/en-us/documentation/services/hdinsight/ orhttp://www.microsoft.com/en-us/server-cloud/solutions/big-data.aspx.
5. Hortonworks Data Platform (HDP)
Offering from Hortonworks, enable organizations to setup on premise clusters to do Hadoop. For quick assistance visit http://hortonworks.com/hdp/.