Windows clj is a work in progress and the page will be updated when it's ready. So, it will.

The Maven example is a way to get a standalone local-only (spec libs included) jar. Some people do this (it seems weird to me, but people do).

Leiningen and Boot are not official tools and are more than you need to get started (excepting the Windows caveat, which is a small portion of the Clojure user base that will be plugged, hopefully soon).