First, if not already done, install PHP and PEAR on windows.
Once pear is set up type the following in a command prompt:
pear install -a -f phpunit/PHPUnit
This will install all dependencies (-a) and force the install (-f)
If you get the error:
No releases available for package "pear.phpunit.de/PHPUnit" install failed
Enter the following to clear the cache.
pear clear-cache
And once again enter the install command:
pear install -a -f phpunit/PHPUnit