The Windows port can now do everything in the walkthrough. It can use both local and remote git repositories. Some special remotes work (directory at least; probably rsync; likely any other special remote that can have its dependencies built). Missing features include most special remotes, gpg encryption, and of course, the assistant.
Also built a NullSoft installer for git-annex today. This was made very easy when I found the Haskell ncis library, which provides a DSL embedding the language used to write NullSoft installers into Haskell. So I didn't need to learn a new language, yay! And could pull in all my helpful Haskell utility libraries in the program that builds the installer.
The only tricky part was: How to get git-annex onto PATH? The standard way to do this seems to be to use a multiple-hundred line include file. Of course, that file does not have any declared license.. Instead of that, I used a hack. The git installer for Windows adds itself to PATH, and is a pre-requisite for git-annex. So the git-annex installer just installs it into the same directory as git.
So.. I'll be including this first stage Windows port, with installer in the next release. Anyone want to run a Windows autobuilder?