As a developer without a Windows machine, I'm quite honestly stumped by anything related to the Microsoft OS. ;)
There are currently no Windows builds of Tsukundere – see this issue. You can try to go the hard way of installing Guile through Cygwin, then Guile-SDL2 and then Tsukundere, and I'd be happy to hear your report.
If you want to cheat however, I think it's probably quicker to install GNU Guix in a virtual machine or WSL (or even on real hardware if you feel like it). If that's too niche, I suggest using something Debian or Arch-based. The Tsukundere CI outputs debs for Debian and Ubuntu, and Arch AUR has a package for Guile-SDL2, so you only need to build Tsukundere from source.
I hope this helps.
Edit: looking closer at Arch, you also need the Guile package from AUR rather than the normal Arch repos ¯\_(ツ)_/¯