It has been long time since I worked on ESP8266 and that too native SDK from Esperssif. With the rusty know-how and lack on info online, I had a mixed start again. Hope that the experience shared here might be helpful for many users, who wish to do ESP8266 native SDK development on Windows Platform. But are afraid that most of the working tools for ESP8266 are linux friendly.
Not to worry you are in good company.