It doesn't. OpenJDK provides no binaries for Windows as far as I'm aware. The build setup is pretty complex and requires a combination of Cygwin and Microsoft tools:
http://hg.openjdk.java.net/jdk7/build/raw-file/tip/README-bu...
Basically, Oracle's JDK/JRE is the OpenJDK build for Windows that normal people can use. That's it.