[Amezarak]

wget and curl aren't included with Windows. You have to go out and get them.

Powershell does come with Windows. If you don't know Powershell, having wget aliased to Invoke-WebRequest is hugely convenient, because it's the quickest way of getting stuff done; assuming your Linux knowledge is somewhat, sorta valid is a lot easier than reading a bunch of documentation or googling to see what the actual name of the command is (even though Powershell has pretty discoverable commands.)