GnuPG provides a Windows installer. Download the latest stable version from http://gnupg.org/download/index.en.html
Once you have downloaded the installer, just double-click it to begin the installation process. This is very straightforward; you can literally just keep clicking Next until it's finished. You don't need to modify anything in the
configuration of GnuPG, neither; the default settings will work fine.
Learning how to use the command-line GnuPG is not required; once installed, all operations will be achieved via Enigmail.
Some people prefer to use Gpg4win (http://www.gpg4win.org), a sibling project to GnuPG, that in addition offers a GUI for key management, encryption, and decryption. The Gpg4win installer also contains additional optional
components such as a certificate manager, plug-ins for MS mailclient and browser, and a mailclient already integrated with the GnuPG plug-in.
Enigmail can use Gpg4win instead of GnuPG just as easily.