You can download the The “official” Win32 release of NQC posted on the original project website here.
The nqc-win-3.1-r6.zip contains the nqc.exe needed to compile and upload
your programs and RCX firmware.
For newer versions of NQC, a build for Cygwin is available in the Cygwin package repository. If using the Cygwin build, it would be advisable to also review the guide for Linux.
Below is the note to Windows Users from the original README:
NQC is a command line based tool - normally you run it by typing an
appropriate command into an MS-DOS window. There is no GUI for it and
if you double-click the nqc.exe file an MS-DOS console will be created
for you, NQC will run within it, then since NQC finishes almost
immediately, the entire window will disappear.
Some people prefer command line based tools because they allow you to use the text editor of your choice, etc. It also makes for identical behavior under Windows, Mac, and Linux. In order to use the command line version of NQC you’ll need to do two things:
Use some sort of text editor (such as Notepad) to edit and save a source file for NQC to compile.
From an MS-DOS window type the appropriate NQC command. Its usually
best to either put all of your programs and nqc.exe in the same
directory, or make sure the directory containing NQC is in your command
path.
If any of the above seem either too confusing or too tedious, then you may want to try the BricxCC which provides a familiar Windows style GUI on top of the standard NQC compiler. You can download BricxCC here.