Starting a server on Windows is a little less complicated compared to Mac OS X.
Part 1
First go to
http://www.minecraft.net/download.jsp and download the windows file Minecraft.exe and place it in a folder on your desktop. Now open up that folder, you should have a single file in it. Double-click it and your server will start. When the server starts for the first time it will create a lot of diffrent files for you such as the server.properties file which probably is the most important one.
Part 2
Alright, open up server.properties file, here you are going to change some stuff. First of all your IP-address, you should read more about your IP-address in the Port-Forwarding section. But here you should write your IPv4-address. To make yourself admin, put your username into the admin.txt and to make yourself op put your username into the op.txt. In newer versions of the server software there might not be a admin.txt file, if so, op will have equal status to what admin had. But basically your done now. To make your friends able to join read the Port Forwarding section.
Note that the server window is your actual server and shutting it down will close your server. To reopen it, simply double-click the Minecraft.exe
To join your own server type in your IPv4-Address.
