Recently I came across the requirement of running curl commands on windows. I was trying out the rackspace (www.rackspace.com) Open Stack API (http://docs.rackspace.com/servers/api/v2/cs-devguide/content/ch_api_operations.html) on windows. I thought downloading curl.exe was all I needed but turned out I needed to install Cygwin as well. This was because running curl commands on windows command prompt gave me annoying "unmatched close brace/bracket" error messages. Cygwin allows you to run linux style commands on windows inside a Cygwin terminal (see their documentation for details).
So here are the steps I followed :
1. Download curl for windows from http://curl.haxx.se/download.html. Extract the zip file and copy the path to curl.exe. You will need this later.
2. Download setup.exe from http://cygwin.com/. Running this file will guide you through the Cygwin setup.
3. I used all the default settings in the setup wizard for Cygwin except for in the 'Select Packages' dialog, I specifically selected 'curl' which is under the section Net (see image below).
5. Now you can directly run curl commands inside the Cygwin Terminal :)