Add installation guide on windows

Fix #25

[av skip]

docs/index.rst

@@ -12,7 +12,7 @@ Installation guide
 ------------------
 
 .. toctree::
-    :maxdepth: 1
+    :maxdepth: 2
 
     introduction
 

docs/introduction.rst

@@ -28,4 +28,17 @@ This should resolve the package dependencies and install ``pysptk`` property.
 
 .. note::
 
-   If you use the development version, you need ``cython`` installed to compile cython module(s).
+   If you use the development version, you need to have ``cython`` (and C compiler) installed to compile cython module(s).
+
+
+For Windows users
+^^^^^^^^^^^^^^^^^
+
+There are some binary wheels available on pypi, so you can install ``pysptk`` via pip **without cython and C compilier** if there exists a binary wheel that matches your environment (depends on bits of system and python version). For now, wheels are avilable for:
+
+* Python 2.7 on 32 bit system
+* Python 2.7 on 64 bit system
+* Python 3.4 on 32 bit system
+
+If there is no binary wheel available for your environment, you can build ``pysptk`` from the source distribution, which is also available on pypi. Note that in order to compile ``pysptk`` from source in Windows, it is highly recommended to use `Anaconda
+<https://github.com/r9y9/SPTK>`_ , since installation of numpy, cython and other scientific packages is really easy. In fact, continuous integration in Windows on AppVeyor uses Anacona to build and test ``pysptk``.  See `pysptk/appveyor.yml <https://github.com/r9y9/pysptk/blob/master/appveyor.yml>`_ for the exact build steps.