Having said that, there might be a way. From their FAQ:
> It might well be possible to make it work using Cygwin or MinGW / MSYS, or the recent Ubuntu on Windows development though. We aren't doing this work ourselves because we don't have any Windows machines, but we're happy to accept PRs in that direction.
Not sure I want to use a platform which the dev team can't test (and there are other alternatives), but it might work after all.
A side remark, the link posted below in this thread contains an awesome "awesome" list. For those interested, here is a (truly) awesome list of dataset resources: https://github.com/awesomedata/awesome-public-datasets.