These are the steps to install AUCTEX in Windows.
;; the wrapping up of the two loads make sure
;; auctex is loaded only when editing tex files.
(eval-after-load "tex-mode" '(progn
(load "auctex.el" nil nil t)
(load "preview-latex.el" nil nil t)))
;; ACUTeX replaces latex-mode-hook with LaTeX-mode-hook
(add-hook
'LaTeX-mode-hook
(lambda ()
(setq TeX-auto-save t)
(setq TeX-parse-self t)
;; (setq-default TeX-master nil)
(reftex-mode t)
(TeX-fold-mode t)))