With the release of the recent Docker for windows beta, it's possible to run Linux docker containers, including Puppet-in-Docker, on Windows.
This isn't the same as the native Windows container support coming in Server 2016 but is still useful for local development purposes.
To run Puppet in Docker on windows you'll first need to sign up for the Docker beta and install it on your Windows machine.
With docker running, open up a PowerShell prompt and create a docker network:
docker network create puppet
docker run --net puppet --name puppet --hostname puppet puppet/puppetserver-standalone
The container should boot and once it is running, run a simple puppet agent in another container.
Open up a second PowerShell window and run:
docker run --net puppet puppet/puppet-agent-ubuntu
For a detailed understanding refer to: https://github.com/puppetlabs/puppet-in-docker-examples/tree/master/developing-in-docker-on-windows