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How to Set Up Ruby On Ruby on Windows: How to install Ruby and Rails on Windows. This article will show the two ways you can install Ruby on windows. Ruby and rails can be installed on Windows using the WSL (Windows Subsystem for Linux) or using the Ruby Installer. Ruby can be set up in the same directory as the default directory for the bash shell so that its easier to navigate to in windows. I propose the C Drive! I'm naming my code folder to Github.