Two major LaTex distribution - TexLive and MikTex. The former is crossplatform and "official" that it comes from TUG. However, its Windows support really sucks it's hard to even get the basic installation work for a power user like me. Instead, I found MikTex really user friendly to work with, maybe because it's built for Windows.

Download the portable version. Unzip to C:\miktex. Follow the instruction there to use it.

Instead, you can also add the following to PATH and work in that command line:

PS> $env:path += ';C:\miktex\texmfs\install\miktex\bin\'

MikTex comes with an IDE called TexWorks so that's nice.

Working with Latex

Getting started with LaTex.

A minimal working LaTex document:

\documentclass{article}
\title{Hello World!}

\begin{document}

\maketitle

\section{Section 1}

Hello world!

\end{document}