Instructions to install Arcanist in Windows exist, but there should be a arcanist installer (e.g. .exe or .msi) for Windows.
See also T133: Arcanist isn't packaged in Fedora, Debian, or Ubuntu, which is the same thing for GNU/Linux.
Filed upstream at https://secure.phabricator.com/T4964 . See also the general upstream task (https://secure.phabricator.com/T4200) for packaging, which is stated to be low-priority for them, for various reasons including upstream's lack of experience with packaging and Phabricator's rate of change.