ARM provides .exe installers for Windows. Grab one from here, and follow the instructions. Just before the installation process finishes tick/select the "Add path to environment variable" option. Then verify that the tools are in your %PATH%:

$ arm-none-eabi-gdb -v
GNU gdb (GNU Tools for Arm Embedded Processors 7-2018-q2-update) 8.1.0.20180315-git
(..)

There's no official binary release of OpenOCD for Windows but there are unofficial releases available here. Grab the 0.10.x zipfile and extract it somewhere on your drive (I recommend C:\OpenOCD but with the drive letter that makes sense to you) then update your %PATH% environment variable to include the following path: C:\OpenOCD\bin (or the path that you used before).

Verify that OpenOCD is in your %PATH% with:

$ openocd -v
Open On-Chip Debugger 0.10.0
(..)

Grab QEMU from the official website.

You'll also need to install this USB driver or OpenOCD won't work. Follow the installer instructions and make sure you install the right version (32-bit or 64-bit) of the driver.

That's all! Go to the next section.