With the release of the recent Docker for windows beta, it's possible to run Linux docker containers, including Puppet-in-Docker, on Windows.
This isn't the same as the native Windows container support coming in Server 2016 but is still useful for local development purposes.
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To run Puppet in Docker on windows you'll first need to sign up for the Docker beta and install it on your Windows machine.
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With docker running, open up a PowerShell prompt and create a docker network:
docker network create puppet
docker run --net puppet --name puppet --hostname puppet puppet/puppetserver-standalone
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The container should boot and once it is running, run a simple puppet agent in another container.
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Open up a second PowerShell window and run:
docker run --net puppet puppet/puppet-agent-ubuntu
For a detailed understanding refer to: https://github.com/puppetlabs/puppet-in-docker-examples/tree/master/developing-in-docker-on-windows