Installing the Android SDK is pretty easy. Head on over to http://developer.android.com/sdk and download the correct version. For Windows use the recommended installer and run it.
After the install a window will open up. Select and download, at a minimum, everything under the “Tools” and “Extras” folder. Select which API(s) you want to use. If you are looking to root a phone, make sure to install the correct API. Installing the “Android 2.3.3 (API 10)” and “Android 4.0 (API 14)” APIs should cover 99% of what you would need.
To make your life easier, I recommend updating your Windows Environment Variables to point towards the tools\ and and platform-tools\ directories. To do this, right-click on “My Computer” go to “Properties” and now select “Advanced System Settings”. The System Properties window opens up. Towards the bottom of the window click on the button called “Environment Variables” Under “System Variables” scroll down till you find the “Path” variable. Add the full path to the tools\ and platform-tools\ directory in the Android SDK directory. For me I added: D:\Program Files (x86)\Android\android-sdk\platform-tools; D:\Program Files (x86)\Android\android-sdk\tools. See the screen cap below:
You now have the Android SDK ready to go! Simply go to the command prompt and type in ‘adb’ to get going.