Installing the Pebble SDK on Windows is not officially supported at this time.
However, you can choose from several alternative strategies to develop watchfaces and watchapps on Windows.
CloudPebble is the official online development environment for writing Pebble apps.
It allows you to create, edit, build and distribute applications in your web browser without installing anything on your computer.
Pebble strongly recommends CloudPebble for Windows users.
You can also download and run the Pebble SDK in a virtual machine.
If you need help installing the SDK, feel free to post in the SDK Installation Help forum.
Please make sure you provide as many details as you can about the issue you have encountered (copy/pasting your terminal output will help a lot).