Is it available on Windows, all the info I've seen is talking about Linux in one flavour or another. My live server is Linux, but the dev box is Windows and I'd quite like to get it up and running on the dev box first.
Basically, you just download the already built version from ES and in the bin directory there's elasticsearch.bat. (You may need to have your JVM exposed in the path. I don't remember if I did that.) You can do some configuring in the conf directory (IIRC).
I'm assuming you just want to do this for testing rather than deployment, so I'd just try to get it up and running as easily as possible.