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For starters Moodle requires a web server, PHP and a relational database. My goal was to set up the application on an existing Windows / IIS / MySQL shared hosting account on Go Daddy.
To prepare for this activity I decided to take Moodle for a spin on my MacBook Pro where I'm running Apache, PHP 5 and MySQL. The installation required two additional items I was not expecting: a cron job and permissions for the application to write to a special "Data" directory. Nonetheless, the automated setup script worked flawlessly and I was up and running within fifteen minutes.
I naively thought that the Windows installation would be similar. However, no matter what I tried I couldn't get the setup script to run properly. Perhaps due to hosting limitations? Maybe I made a mistake somewhere along the line? One way or another, I was quick to switch to a Linux plan where, similar to OS X, set up was quick and painless.
I know others have had success with Moodle on Windows but all the same I'd recommend a Linux server as the most appropriate vehicle for this application.