Recently I have found myself installing Nmap on Windows with more frequency. My day to day systems are Ubuntu based, however from time to time when using Windows based systems having access to Nmap and Ncat is very convenient.
In the past using Nmap under windows has had a few issues and there are still a few things to keep in mind. However the support and simplicity; especially when installing from the installer is pretty good.
Zenmap is an excellent GUI front-end to the Nmap core scanning engine, and has some pretty nifty features that are unable to be done with the command line version. In particular the network mapping capability. This rivals some commercial tools that perform a similar function and is a nice feature.
Keep in mind that the Zenmap front-end is of course available on Windows and Linux distributions.
To install the Windows version of Nmap simply download the executable installer and click through the wizard. Next | Next | Next | finish... all done. Actually to make things a bit more convenient I recommend adding the install location to your Windows path. By adding path to nmap to your system path you are able to run command line nmap or ncat from any cmd window.
If you would like to install from the zip file, there are a few additional configuration items you will have to be aware of and apply. These are all documented on the nmap installation page for Windows.
It will run on all the new versions of Windows including Windows 7, Windows 2003, 2008, Vista and XP. If you are running something older such as 2K or earlier you will probably run into problems, but if you still are you already have problems.
Having access to ncat when in a Windows system is very convenient and lots of fun. In fact I probably use ncat from the Windows Nmap install more than I use Nmap for actual port scanning.