The RubyInstaller project provides a self-contained Windows-based installer that contains a Ruby language execution environment, a baseline set of required RubyGems and extensions, and the full text of the wonderful book, The Book of Ruby. To install Ruby , check Download section , choose the version you would like, and click on the .exe link (under the name of the version) to download the installer. Use Windows Explorer to navigate to where you saved the .exe file and double-click on it to run the installer. The Ruby Installer is currently available only for the Windows platform.
Full article: http://rubyinstaller.org/about