Install Python :

Download and install the python interpreter from https://www.python.org/ . 

Since we will be using python from command line we want to add it to the PATH environment variable.

Make sure Python is installed :

installing-python-on-windows

Install SQLMAP:

Download the sqlmap zip file from http://sqlmap.org/

Unzip to a location on your drive and add to the path Variable as with python in installing-python-on-windows (add the path to sqlmap as done for C:\Python27 e.g C:\PenTest\sqlmap).