Sometime, you need to work on Windows OS (enterprise laptops without admin rights and BIOS password, etc). There is a way to get a working shell on Windows, you only need to download few things :
First, get Con Emu (opensource, I took the alpha portable x64) : https://conemu.github.io/ Extract the zip file, you now have ConEmu64.exe available.
Create usr directory in your windows user directory (example : C:\Users\me\usr), and creat bin directory under it.
Now, download putty, psftp and pscp and put them into this bin directory (from http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html).
Then, download gnuwin32 tools from http://sourceforge.net/projects/getgnuwin32/files/getgnuwin32/0.6.30/ (I took the GetGnuWin32-0.6.3.exe and extracted locally). Execute download.bat then install.bat, and when asked where to install files, choose your usr dir : C:\Users\me\usr\gnuwin32 .
During the process (takes a long time to download), tune the console to use putty and the gnuwin32. Launch ConEmu and go into Settings. Then, in environment, add (remove set http_proxy if you do not have a proxy):
set PATH=C:\Users\me\usr\bin;C:\Users\me\usr\gnuwin32\bin;%PATH% alias ssh=putty -new_console -ssh $* alias sftp=psftp $* set http_proxy=myproxy.sphen.fr:80
Then, launch putty manually, and in the interface, go to Windows → Appearance. Here, change font to Consolas, 11-point. Now, in colours, change Default Foreground to 238,232,213 and Default Background to 0,43,54. Next, Selection, check xterm instead of Compromise (allows to use middle click for copy/past instead of right click). Now go into Session, select Default Settings, and click Save. Close the window.
This should do the trick, you are now able to use gnutools and other things like ssh or sftp. Other tools (gnuplot, etc) are available for win32.
Note : you still miss tab completion and history. Do not forget also that when ssh on a unix system, you Will use /, but locally you will use \.
Firefox can be installed without admin rights in user environment, when asked for admin rights, just cancel and install should continue.
Win32 version is available in zip : http://sourceforge.net/projects/gnuplot/files/gnuplot/