Hi, creator of the package here. If you install the pycrypto package first, jrnl should work fine on Windows, too. It only needs a gcc compiler to build from source [1], but there are even pre-compiled binaries [2] (I don't have any experience with them though - please let me know if it works) :)
I think py2exe could work well, too! Otherwise you could create a virtual environment with virtualenv and install all the dependencies into one folder.
[1] https://www.dlitz.net/software/pycrypto/ [2] http://www.voidspace.org.uk/python/modules.shtml#pycrypto