The pain of running Rails on a Windows machine is one of motivations behind Microsoft creating Ubuntu on Windows. It was built to improve developer's experience. For the current state, that's probably a good way to structure a google search. My impression from what I've read is that it's reasonably good. But it's just what I've read.

Every time I've dealt with Ruby and/or Rails on Windows I've been annoyed--typically at events like Rails Girls where we have to try it out but still have problems.

The basic install is not terrible, but the very second you start needing thinks like Image Magick or any gem that might expect a Linux build environment or POSIX tools everything breaks into shambles.

If you want to run Rails on Windows, install Virtualbox on Windows, and then load a Linux VM into it.