To run Geany under Windows you may need to install the GTK+ runtime libraries, depending on which download you use. If you use the full installer, a recent GTK runtime is included and you don't need any additional software.
If not using the full installer, you need to install a GTK runtime environment. The easiest way is to setup MSYS2 which provides a comfortable environment to easily install GTK (version 2 or 3) and all necessary dependencies. For details see the Wiki page Running Geany on Windows.
(The Geany Windows executable can be downloaded from the Releases page.)
Some features are missing:
Geany does not include any developer tools such as compilers or interpreters, as we want to keep it lightweight. You will need to install any development tools yourself.
For details see the Wiki page Running Geany on Windows.