You will need to get and install python for you MSWindows. You will want to go to http://www.python.org/download/ and download the version for your system and http://www.python.org/download/windows/ for ...
See http://www.instructables.com/id/Home-Automation-MSWindows-XP/ for one of many ways to set up a quicky apache web server on windows. or http://articles.techrepublic.com.com/5100-22_11-6048525.html or not Apache (try at your own risk. http://technet.microsoft.com/en-us/library/cc731911.aspx
Step 2: Running python and getting the web server started.
Assuming you now have python installed, go to the command prompt and type ipconfig so you know what address to put in the url of the other computer. Write or make note of the address.
Then change to the directory you want to serve. I just used the root directory and typed: