UPDATE: (2011-11-05)
RubyInstaller is now mature and is the preferred installation method: http://rubyinstaller.org/
SQLite can also be installed normally.
Original post: (2010-01-25)
The best way to get started is to use the installer with one click. I recommend using the old installer ( http://rubyforge.org/frs/download.php/47082/ruby186-27_rc2.exe ) instead of the new RubyInstaller, because the latter is still a bit immature. When installing rubygems support and adding ruby to the PATH parameter to facilitate access to ruby binaries.
After installation (it takes some time), start the console and install the rails (and the database connector, e.g. sqlite3) using the commands
gem install rails gem install sqlite3-ruby –version=1.2.3
(version 1.2.3 for building sqlite3 will work correctly with windows)
As you might have guessed, gems are modules for rubies, and ruby on rails is one of these modules.
Now you have installed both rubies and rails, start the console and enter
rails applicationname
to create your first rails app. Read tutorials and documentation from here.
Rails does not need an IDE for development, you can use any decent text editor, but there are rails plugins for IDEs like eclipse, and editors like vim or emacs.