Here you can find the necessary steps to have KTiny up and running on Windows.
You'll need matplotlib (http://sf.net/projects/matplotlib), numpy (required by matplotlib) (http://numpy.scipy.org).
As any other application, KTiny has dependencies on third party software. This software packages are also open source and are freely downloadable from the Internet, and they should be installed before KTiny itself.
First you should start by downloading the Python installer package that can be downloaded from http://www.python.org/download/. The installer is a wizard which you probably only need to click on next in every page.
The other package you need is PyQt4 available at http://www.riverbankcomputing.co.uk/pyqt/download.php, remember you need to download the binary installer for windows (the .exe file).