Eccodes is an open source library made by ECMWF for reading and writing grib files, which is the most common file format for meteorological und oceanographic data in operational use (while in research, Netcdf is mainly used). If one wants to work with grib files seriously, one will have to install it earlier or later. On top of that, one will also have to make sure C and Python code is able to import the library's functionality.
First of all, I would highly recommend not to use anything else than Linux, preferably Ubuntu, for working with meteorological data, especially grib files. If you do not want to migrate to Linux completely, consider either a dual boot or a virtual machine.
I just show you the commands with minimal explanation.
