Since Tryton is more of an ERP platform than a desktop accounting
package (Tryton is more like Microsoft Dynamics or mini SAP even than it
is like Quickbooks) the install and setup process is much more involved
generally speaking.

Tryton is the name of the project/software itself.  You will see
"trytond" in docs and discussions.  This is simply the name of the
service (or "daemon", which is what services are commonly called in
Linux and other UNIX style platforms and why the "d" is attached) that
runs in the background and processes requests from the client software
(in short, trytond is the "server" part of the client/server system).
The third component of Tryton is the database, which in multi-user
production systems is generally provided by the PostgreSQL database.

A full multi-user system requires installing the PostgreSQL database and
trytond on a server or servers, and the Tryton client software on one or
more clients.

Neso is a simplified version of Tryton that uses a simpler embedded
database (SQLite I believe) and combines the database, trytond server
process and Tryton client all in one bundle to be installed on a single
machine.  It is appropriate for testing or for single-user systems (if
you are trying to step up from Quickbooks and similar desktop business
software Neso may be the best option for you).  However, the Neso
edition is NOT APPROPRIATE if you plan on using Tryton in a production
environment that is, or is planned to be, multi-user.

I do not have Windows experience with Tryton beyond just the client
part, which is an easy .exe setup package that is adequately documented.
However I do believe that at least the NESO edition can be put on
Windows.  You would be best to AVOID windows for a full Tryton install
though--most definitely if it is not a server edition of Windows.  A
good option would be to use a Linux virtual machine to run the database
and server parts, then install the client in Windows (even if they are
on the same physical box--the VM can be moved easily if the load is too
great).

Hope this helps.  Speaking of the VM option--can someone point out to
the list/this user if there is a pre-built VM image?  It may help
beginners to Tryton and encourage adoption.  I am quite busy with
project work at the moment, but if I do find slack time I would
certainly be interested in providing such an image in the future
(probably not before Christmas to be sure though).