Hello Norbert,
First of all, thanks for your interest. I am afraid that there are neither binaries for Windows nor plans to produce them in the near future. I recommend you to install one of the multiple distributions of GNU/Linux either directly on your computer or on a virtual machine. GNU Chess works well on many (all?) modern distributions of GNU/Linux and other Unix like systems, and some of the most popular distributions include a package for GNU Chess, so as to make installation straightforward to newbies.
Cheers,
Antonio