Windows users are advised to install grep as part of Git for Windows via Chocolatey:
cinst git
grep-win takes several binaries and wraps them in a basic MSI installer that adds grep, egrep, and fgrep to PATH.
https://github.com/mcandre/grep-win/blob/master/grep-2.5.4.msi?raw=true
Binaries - GnuWin32