the Windows equivalent is the FIND command:
C: \> find /?
Searches for a text string in a file or files.
FIND [/ V] [/ C] [/ N] [/ I] [/ OFF [LINE]] "string" [[drive:] [path] filename [...]]
/ V Displays all lines NOT containing the specified string.
/ C Displays only the count of lines containing the string.
/ N Displays line numbers with the displayed lines.
/ I Ignores the case of characters when searching for the string.
/ OFF [LINE] Do not skip files with offline attribute set.
"string" Specifies the text string to find.
[drive:] [path] filename
Specifies a file or files to search.
If a path is not specified, FIND searches the text typed at the prompt
or piped from another command.
But you can also download most unix utilities (including grep) from http://gnuwin32.sourceforge.net/ (just put them in your PATH and use them).
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