To install weechat on microsoft you first need cygwin setup.
setup-x86.exe can be downloaded from here
you then need to find where you saved this too and run setup-x86.exe
once running you need to hit next 6 times
now you need put weechat in the search box
open all by changing + to -
open net by changing + to -
select weechat docs perl python and other plugins if you want.
press next
select place icons on desktop or it's impossible to find
this will only place cygwin-terminal on the desktop
press next
to run weechat open cygwin-terminal and type weechat
to chat to me on #perth type weechat irc://irc.freenode.net/#perth
Please be aware weechat cannot be run from other terms like mobaxterm when installed via his method but is available to all users via cyg-term.
however if you have the latest version of mobaxterm it is easier to install on, just follow the directions provided after typing weechat in it, after you have setup a static home for your user.