Been seeing references to the new document store features of MySQL 5.7 and want to try it on Windows? The new features of MySQL require a download of the new mysqlsh msi or zip.
Installation is a snap.The installation msi quickly guides you through the choices and your best bet for now is to pick the defaults. If you have used the 5.7 msi server install before there are no surprises. But you are offered the opportunity to change the options for such things such as location of the binaries. Again the defaults worked well for me. In a very short time you can launch the new shell.
And then you are ready to use mysqlsh.