I haven’t used a Windows machine in decades but my general sense is that using Emacs on Windows can be—er—challenging. Even more so, apparently, is using Slime with Emacs on Windows.
It’s nice, then, that Jisang Yoo has come to the rescue with a nice piece on installing Common Lisp and Slime on a Windows machine. Yoo walks you through installing and testing both CLISP and SBCL. Then he talks about installing and configuring Slime. Finally he talks a bit about how to use the Slime documentation features (including downloading a local version the HyperSpec).
My only complaint is that he doesn’t mention Quicklisp. That’s relevant to Yoo’s post because of Quicklisp’s special handling for Slime. As Yoo points out, loading and configuring Slime can be a bit involved and finicky but Quicklisp let’s you do all this with a single command. It also automates keeping Slime up to date.
If you’re a Windows user and want to try Lisp, this article is a great resource. Be sure to check out Quicklisp too: it makes package handling, including Slime, so much easier.