Don't think there is a windows wallet yet, they may even keep it that way for a while to encourage use of the mobile wallet (guessing).
I downloaded the 'direct mining' software for windows (https://github.com/electroneum/electroneum/releases/download/v0.11.0.0/win-x64-0.11.0.0.zip)
ran the daemon (electroniumd) and synced the blockchain (about 600MB currently)
then I ran electronium-wallet-cli.exe, and created a wallet
you can see you address with the 'address' command, refresh the blockchain status with 'refresh', view balance with 'balance' and send coins with the 'transfer' command.
For some, it is needed to recreate the wallet as a non-deterministic wallet to see their balance .
You can do direct mining with 'start_mining' but my guess is that it is not viable with the current network hashrate and a pool is better
If you are interested in the safe option, use the offline wallet instead (https://downloads.electroneum.com/)
I think they will release the ICO coins in the next couple of days.