Most Mac users will probably try Kirby with MAMP. It's a pretty awesome app to get PHP, Apache and MySQL running on your shiny Apple laptop without fiddling with the Terminal for ages. As far as I know there's a great alternative for Windows users called XAMPP. I have never tried it myself, but the setup procedure should be similar.
There's a great article by Sascha Lack about how to install Kirby on XAMPP (german)

Installing MAMP is just a matter of downloading the app from the MAMP website and running the installer. It will install a MAMP app in your Applications folder.

By starting the MAMP app you are also starting your Apache and MySQL server. You should now be able to reach your local server at http://localhost:8888
It's time to get the Kirby source code at Github.
You will find the source of Kirby in your Download folder, but there's pitfall! By default the Finder does not show invisible files. The .htaccess file, which is needed to generate nice URLs is such an invisible file. So we need to make sure to copy that as well.
There's a nice free app, which you can use to show invisible files on your Mac called DesktopUtility Once hidden files are visible in the Finder, your Download of Kirby should look like this:

Copy all files from the "bastianallgeier…" folder and add them to the ~/Applications/MAMP/htdcos/kirby folder:

That's basically – almost – all you need to do to install Kirby. You should now be able to access it at: http://localhost:8888/kirby in your browser.

Normally your Kirby-flavored website would probably have its own Domain. Something like http://mysite.com, but in this case we are running Kirby in a subfolder of http://localhost:8888 This means that we need to adjust the config a little bit. When you go to http://localhost:8888/kirby you should already see an instruction screen how to do that.
It's pretty easy: Go to site/config/config.php and open that file in your favorite editor.
Change…
c::set('url', false);
…to…
c::set('url', 'http://localhost:8888/kirby');
…and…
c::set('subfolder', false);
…to…
c::set('subfolder', 'kirby');
Save the file.
Also open the .htaccess file in your editor and change
RewriteBase /
…to…
RewriteBase /kirby
Open http://localhost:8888/kirby in your browser. You should now have a fully functional Kirby installation with working navigation and some tiny demo pages. Play around with the files and folders inside the content folder and the templates and snippets in the site folder to make your first steps with Kirby. Read more about the next steps in the docs