Download squid 
here
1. After download :
extract into the directory c: \ squid
2. Into the directory C: \ squid \ etc, then rename the following files
squid.conf.default into squid.conf
cachemgr.conf.default be cachemgr.conf
mime.conf.default be mime.conf
3. Edit the squid.conf file:
this my best squid windows, 
click here
 
4. To service cache init run command c: \ squid \ sbin \ squid-z
Can you change the cache location on the file squid.conf
5. For squid service run the command c: \ squid \ sbin \ squid-i
6. Last run c: \ squid \ sbin \ squid
Very easy to install squid windows, good luck