Maven is a command-line tool for building Java (and other) programs. The Maven project provides a simple ZIP file containing a precompiled version of Maven for your convenience. There is no installer. It's up to you to set up your prerequisites and environment to run Maven on Windows.
Maven, like many cross-platform tools, can encounter problems when there are space characters in important pathnames. The instructions below will remind you of this for several particular items.
Maven is written in Java (and primarily used to build Java programs). Thus, the major prerequisite is the Java SDK. You need to install the Java SDK (e.g. from http://www.oracle.com/technetwork/java/javase/downloads/index.html} Oracle's download site, and you should install it to a pathname without spaces, such as c:\j2se1.6.
Once Java is installed, you must ensure that the commands from the Java SDK are in your PATH environment variable. Running, for example,
java -version
must show the right version number.
You need to unpack the Maven distribution. Don't unpack it in the middle of your source code; pick some location (with no spaces in the path!) and unpack it there. Let's assume that the path is c:\mvn3.0.4.
You run Maven by invoking a command-line tool: mvn.bat from the bin directory of the Maven. To do this conveniently, c:\mvn3.0.4\bin must be in your PATH, just like the J2SE SDK commands. You can add directories to your PATH in the control panel; the details vary by Windows version.
Firewall and Anti-virus sometimes prevent Java from running properly, or Windows Firewall (and various other Firewalls) actively prevent Java.exe from reaching out to the Internet to "download stuff" which is a key part of Maven You may need to configure the Firewall or Anti-virus to add exceptions to allow such actions.