Install it. All of the default options are fine. It will tick through quite a few steps.
Install Github for Windows
Clone in Windows from Github.
Open project directory from Github for Windows.
putty.sln, the PuTTY Microsoft Visual Studio Solution.
Right click "putty" in the tree on the left, and select "Start new instance" from the "Debug" submenu.
Use "quick find" (ctrl+f) in "Entire Solution" to search for "Basic options":
Open the result by double-clicking on it in the Find Results pane
Change the string however you feel, and run again (as per step 7) to see the result
Change the whitespace settings so you can see what you're doing. PuTTY expects you to use a "tab size" of 8, and an "indent size" of 4. For this reason, it's probably better to set it not to use tabs.