Windows is not a first tier supported platform for TiddlyWeb. Because Python works on Windows, TiddlyWeb can be made to work there as well, but TiddlyWeb's Unix Attitude will not play well there.
That said in 2009, someone wrote Step-by-Step Instruction for Installation of TiddlyWeb in Windows Client-Server Environment. These instructions have not been tested since.
If you are using TiddlyWeb on Windows, please post a comment here with your experiences, or write to the google group.