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Here is a tutorial (not mine) for how to run a virtual version of Linux in Windows:
https://steemit.com/tutorial/@orionsbelt/tutorial-how-to-run-ubuntu-linux-on-windows-machine-using-vmplayer

I run my luckyluke in a virtual, and it works great!

I don't recommend Windows, but it might work. I document how to get drphil to run on Windows (drphil.rb - Voting Bot - Windows Installation). Not sure if it's that helpful, but if you can follow those steps, you can do ruby development on Windows. The commands below are for bash prompts, but they are usually the same in the Microsoft command line. Alternative, you could use @bitcoinparadise's guide, How to install Ubuntu on Windows 10, then use the Linux install steps as @josephsavage mentions.