"source" is a command of the Bash shell, and other shells you find on Unix operating systems, which runs the specified shell script in the same environment as the current shell.
If you have a script file named "env_local", running it with "bash env_local" or "./env_local" would cause it to run in a *new* shell, in a *new* environment, which would go away as soon as the script exited. This is great for standalone programs because it means the script cannot pollute your environment, however sometimes you *want* the script to modify your environment; sometimes the script's entire purpose is to modify your environment, as is the case with the "env_local" script the above wiki page is helping you create; that's where use use "source"; e.g. "source env_local".
BTW, the command "." is an alias for the command "source" so you can accomplish the same thing by running ". env_local".
I don't know if there is a Windows equivalent of the "source" command, but even if there is, it's unlikely that a script that's compatible with Bash would also be compatible with the Windows shell.
You may need to ask the developers of this project whether it can be used on Windows, and if so, how.