The same TeX Live installer is used for Windows as for other platforms, so the general documentation applies. The only difference is that it is invoked by the name install-tl-windows instead of just install-tl.
When successful, the installer does some special things on Windows:
If you want to share a TeX Live installation among several Windows machines, see the w32client information.
It is especially important to be careful when processing untrusted documents on Windows, because in general Windows finds programs in the current directory before anything else, regardless of the search path. This opens up a wide variety of possible attacks.
Thus, we recommend checking for suspicious files in the current directory, especially executables (binaries or scripts). Ordinarily they should not be present, and definitely should not normally be created by merely processing a document.
Although the core TeX programs are robust, to the best of our knowledge, third-party programs may not reach the same level. For maximum safety, we recommend using a new subdirectory for processing.
Only one TeX distribution can be active at a time, because all the TeX distributions use the search path to find their programs. This means that to switch from one TeX to another, e.g., between TeX Live and MiKTeX if you have both installed, you must (at least) change the search path.
However, the individual shortcuts – including a command prompt – have a modified searchpath with TeX Live in front, so as long as you use TeX Live via the menu, you should be fine.
Administrator privileges are not automatic even when you run as administrator. So if you want to install for all users, you need to right-click install-tl-windows.bat and select ‘Run as administrator’. The same is needed when running tlmgr (TeX Live Package Manager).
There is experimental support for installing TeX Live on a UNC path. However, currently PS_View does not work in such an installation.
The sad truth is that in many cases the cause of the failure is never found, but here are some things you can try:
<path>/install-tl-windows -v -gui text