There are a number of options open to Windows users. First, if you wish to work with source code we recommend downloading the svn client, TortoiseSVN. See tortoisesvn.tigris.org. With TortoiseSVN in the Windows Explorer connect to the directory (e.g. COIN-OS) where you wish to put the OS code. Right click on the directory and select SVN Checkout. In the textbox, URL of Repository give the URL for the version of the OS project you wish to checkout, e.g. https://projects.coin-or.org/svn/OS/stable/1.0.
Also, if you plan to build any of the projects contained in ThirdParty (e.g. ASL) we recommend using wget. The wget executable is used by the scripts, get.ASL, get.Blas, etc. in the corresponding third party subdirectories and makes it easy to download the software. A Windows version of wget is available at
http://www.christopherlewis.com/WGet/WGetFiles.htm