Just like any other user, I have tried to get CouchDB for Windows from it's Main Page Download section.
Nope, people from CouchDB treats Windows users as second class citizens.
You will need to get it from the Wiki page, which apparently is the primary source of information for Windows users.
Surprisingly, despite it's length (46 Mb) the installer works pretty well.
You choose Next, agree, blah, blah blah.
Select to install it as a Windows service.
And Go on.
Putting CouchDB into Work
After Installed as a Service, You can configure it accordingly to your needs:
With the service started You can use the Futon Web Interface and start working:
It is up to You to Relax and get some Fun!
Are You command line addicted?
Being http the protocol used by CouchDB, all you need is a library like cURL installed, to start using it by command line.