The docs say that this will work best on a unix like system but doesn't say what that means or whether it will work on Windows. Has anyone tried this on Windows? Does it work?
It'll take more fiddling than it's worth to patch the font on Windows, so I plan on booting Ubuntu to do it later.
Seconding a upload request if someone patches it. Had a go on cygwin but you're needing a few dependencies by the looks of things.
Edit 2: The symbols _did_ work on Menlo and Mensch yesterday. Today they do not, even with setting the font and g:Power_linesymbols in _vimrc and deleting the cache file and restarting the editor. There's something odd going on.