As we don't have a windows machine to test on yet, we can't give specific instructions. But it is entirely possible to use the GNU toolchain under windows. One method consits of running Linux on Windows using the Cygwin platform. The binaries provided at www.gnuarm.com can then be used.
There is also a tutorial by Jim Lynch on setting up the GNU ARM toolchain under windows and Eclipse. You can download here.
Another thing to check out is WinARM.
The example program contains a makefile, linker script, startup file, and source files. So as long as you can get the GNU arm toolchain installed one way or another, you should be able to compile the example to create a main.hex file for uploading to the board.