If you want to just "run" a flask app on windows, then all you need is python. Install flask and you are good to go:
pip install flask
Once you have flask, you can write any script using it and just call it using python:
# hello_world.py
from flask import Flask
app = Flask(__name__)
@app.route('/')
def hello_world():
return 'Hello, World!'
flask is WSGI compatible, so you can host this script locally by running python hello_world.py on the DOS prompt.
But if you talking about production hosting on a windows machine instead of linux, then I don't think its a good idea. Most popular options for WSGI hosting like uwsgi and gunicorn are linux only (unless you perform hackish workarounds like cygwin).