Hi haseeb, you can install Splunk Enterprise for windows. I personally feel its not a good idea to run it on Windows, Linux is a better option. Follow these steps if you still want to go for Windows
Install the .msi file from the official website
Start the installer by double-clicking on it. (splunk.msi)
Add your user name and password which was prompted while downloading.
Click on Finish and you're done :)
You'll find an icon on the Desktop, go ahead and start using Splunk.