To install and run bitgo-cli, you will need to download Node js and npm. You can download them from https://nodejs.org/en/. Once it is downloaded, you will need to open command prompt for Windows
For Windows operating system, you can open the command prompt by pressing Win+R, and entering 'cmd' in the popup box and hitting enter.
Also for BitGo CLI, please carefully read README.MD file https://github.com/BitGo/bitgo-cli on GitHub and follow the instructions listed therein. Once you have your operating system's command line open, you will enter the following command: 'npm install -g bitgo-cli'. That will install bitgo-cli and make it runnable from command line. In that same command line, you will run the commands to recover your coins. Then follow the instructions.
For more information you can read the page: http://blog.teamtreehouse.com/install-node-js-npm-windows