When bpython was developed it only supported Linux and we grew support for other platforms as well.
There are no official binaries for bpython on Windows (though this is something we plan on providing in the future).
The easiest way to get bpython.cli (the curses frontend running) is to install an unofficial windows binary for pdcurses from: http://www.lfd.uci.edu/~gohlke/pythonlibs/#curses. After this you can just pip install bpython and run bpython like you would on a Linux system (e.g. by typing bpython on your prompt).