As of last November, it is still impossible to develop Discourse natively on Windows. Discourse is written in the programming language Ruby and relies on several Gems (Ruby’s name for modules or libraries) which cannot be compiled on Windows.
If you want to develop for Discourse, you must run Discourse on Linux, either on a separate physical machine or inside a virtual machine (e.g. Hyper-V which comes with Windows 8.1; unfortunately, Hyper-V’s virtualized video hardware is quite bad – if you must rely on a UI, use VMWare or VirtualBox). You may also want to install Samba on that machine so that you can edit files on the development machine directly.
As for production, it is possible (but very much not recommended) to operate a production Discourse without Docker – if you know what you’re doing and are willing to handle upgrades manually or roll your own automation to replace the official updater plugin.