Install the arduino on windows - Please read the directions carefully, and do NOT let windows find the driver for you.
Once the software is installed we need to interface with the arduino itself. To start the program open the arduino folder and then the application itself. You probably want to create an icon for your desktop as you will hopefully be using this quite often.
After the IDE is open plug the arduino into the computer using the USB cable. Click on the tools menu and choose which arduino you are using (probably an uno in this case). Then go down to the Serial Port. In the case of windows you may get a few choices - it's usually COM3 or COM4. On a Mac it is usually the top option (usually the last device plugged in).