1. Install a Common Lisp implementation, or several of them
- SBCL for Windows with threads: https://github.com/akovalenko/sbcl-win32-threads/wiki
- CLISP is slow, and singlethreaded but makes relatively small binaries
- CCL is reportedly good?
2. Install Emacs. Official GNU Emacs Windows binaries should work: http://ftp.gnu.org/gnu/emacs/windows/
3. Create a directory where you will store your Lisp projects (you could use Quicklisp's default one but screw that, "c:/lisp" is better than "c:/users/<username>/quicklisp/local-projects")