When everything is set up right, python is very similar on any OS, which is a nice feature. When things go wrong, or you need to look under the hood, there are of course big differences in implementation between OSes.
If you installed Python and selected the option to "add to system path" then you can start a Command Prompt and run Python, and the associated tools like easy_install and pip.
Otherwise, you need to add the python paths : c:\python27;c:\python27\scripts
C:> path %path%;c:\python27;c:\python27\scripts
Assuming python was installed in c:\python27.
With python on the path, you can run python, easy_install and any other installed packages from any folder like any DOS command.
easy_install (and pip) will look on https://pypi.python.org/pypi to find packages, so you don't need to download a zip if the package is registered on PyPi. Python packages are installed into C:\Python27\Lib\site-packages, and a command launcher for the package is created in C:\Python27\Scripts, so you can run the package like a command.