Python runs fine on Windows, both as a native Windows thing and under the more Unix-like (perhaps I should say Linux-like) environment you get with Cygwin.
Cygwin is, BTW, definitively recommended for anyone programming under Windows and who cares enough not to make Windows-only software. If not for Python, for the Unix-ish environment. It's a command line that's useful, something you can't get in Windows.
