Haven't had any problems either. (Didn't quite state that) With Windows 7 Pro (64-bit) and Windows 10 Pro (64-bit).
And I'm using WAMP, at the moment x86 due to the fact I got a 5.3.7 PHP running in it*, that's not supported in the x64 edition.
Before that I used x64 with CI, without any problem. So maybe it's a lacking of C++ runtimes, you got them installed right?
I just set my PHP path inside environment variables just recently. So that I could use Composer. So that's not it I'm afraid.
*So that I can use mysqlnd with a version less than 5.0.9, so I can test for utf8mb4 support.