Please refer the below link for setting up puppet agent on windows:
https://puppet.com/docs/puppet/3.8/install_windows.html
NOTE: ALL WINDOWS MACHINE ARE NOT COMPATIBLE WITH PUPPET, WINDOWS SERVER 2008 R2 IS COMPATIBLE.
For managing windows machine through Linux Master using puppet, please refer to the below link:
https://blog.ipswitch.com/managing-windows-with-puppet
If you need an explanation on the scripts, you can refer to the below video from official puppet conference.
https://puppet.com/presentations/managing-windows-puppet
Hope that helps!