I wanted Git on my Windows system. I went to install Git-Scm.
It seems that Git-Scm comes with a lot of the GNU tools:
I wanted to access them on the console.
So I went to:
My Computer ‣ Properties ‣ Advanced ‣ Environment Variables
Edit the system environment variable
Path and added
And now I have access to all the little GNU tools on my Windows box. :)