GitHub is a web-based hosting service for projects that use the Git revision control system. It is written using Ruby on Rails by GitHub, Inc. (previously known as Logical Awesome) developers Chris Wanstrath, PJ Hyett, and Tom Preston-Werner. GitHub offers both commercial plans and free accounts for open source projects. According to the Git User's Survey in 2009, GitHub is the most popular Git hosting site. - Source;
It is being used from software miniatures companies to giants.
If you "just" want to setup the Git on your windows, this illustrated guide is of great help; but since I am more of a Tortoise(cvs/svn) fan, so I went an extra mile(ran another search) to get Tortoise client deployed.
But if you hate UIs, and a commandline expert, this is the way to go.