The new upcoming version of EclipseFP will feature Hoogle integration, thanks to the work of Alejandro Serrano, so I was doing some testing on one of my Windows machine (yes, I'm a Haskell hacker and a Windows user, so what?)... No real problem using Hoogle via the command line, but since it does require some other things to be installed, I though I'd post them there for reference.
Unlike Cabal, Hoogle uses external tools for some of its operations. These tools are I'd say part of any self-respecting Unix distribution, but not of Windows. So you'll need:
At time of writing, the download page is http://sourceforge.net/projects/gnuwin32/files/wget/1.11.4-1/wget-1.11.4-1-setup.exe/download
At time of writing, the download page is http://sourceforge.net/projects/gnuwin32/files/gzip/1.3.12-1/gzip-1.3.12-1-setup.exe/download
At time of writing, the download page is http://sourceforge.net/projects/gnuwin32/files/tar/1.13-1/tar-1.13-1-bin.exe/download
Install everything in the same directory and put the bin subdirectory in your PATH.
hoogle data should run fine.
Note also that since it's using wget, if you have an HTTP proxy you need to configure wget to use it (Cabal uses the internet explorer connection settings and finds the proxy settings from that). The files is
etc\wgetrc in the directory you installed wget, find the
http_proxy entry and adapt to your settings.