Steps to install Arduino ESP32 support on Windows

Download and install the latest Arduino IDE Windows Installer from arduino.cc
Download and install Git from git-scm.com
Start Git GUI and run through the following steps:
- Select Clone Existing Repository
- Select source and destination
  - Source Location: https://github.com/espressif/arduino-esp32.git
  - Target Directory: C:/Users/[YOUR_USER_NAME]/Documents/Arduino/hardware/espressif/esp32
  - Click Clone to start cloning the repository
- Open C:/Users/[YOUR_USER_NAME]/Documents/Arduino/hardware/espressif/esp32/tools and double-click get.exe
- When get.exe finishes, you should see the following files in the directory
Plug your ESP32 board and wait for the drivers to install (or install manually any that might be required)
Start Arduino IDE
Select your board in Tools > Board menu
Select the COM port that the board is attached to
Compile and upload (You might need to hold the boot button while uploading)

Start Git GUI and you should see the repository under Open Recent Repository. Click on it!
From menu Remote select Fetch from > origin
Wait for git to pull any changes and close Git GUI
Open C:/Users/[YOUR_USER_NAME]/Documents/Arduino/hardware/espressif/esp32/tools and double-click get.exe