I'd say it is best to install KTurtle in a VM (like VirtualBox -- free and open source) running a Linux distribution (like Ubuntu). There are plenty guides available on getting a VM'ed Ubuntu running on windows, then installing KTurtle is just a point-and-click install piece of software from the package manager.
There's also KDE on Windows (KDE is the greater collaborative effort that KTurtle is part of), but I have no experience with it. If you try this route, please report back your experiences! Thanks in advance...
Good luck!