Anyone Can Learn to Code an LSTM-RNN (Part 1: RNN)
iamtrask.github.io
iamtrask.github.io
http://cs224d.stanford.edu/syllabus.html
If you want something more basic to get your head around NNs, I recommend Denny Britz's "Neural Networks from Scratch":
http://www.wildml.com/2015/09/implementing-a-neural-network-...
I created a gist with a heavily commented version of his code:
I've been looking at brain simulator recently. It has it's own installer and a decent GUI: http://www.goodai.com/#!brain-simulator/c81c
It seems like theano does work on Windows, but the install looks to be quite the pita.
What did you use to make the diagrams + gifs?