The manual mentions that the Zabbix agent for windows is installed with the following command:
ZabbixW32.exe --config <your_configuration_file> install
but it is actually
ZabbixW32.exe --config <your_configuration_file> --install
ZabbixW32.exe --config <your_configuration_file> install
but it is actually
ZabbixW32.exe --config <your_configuration_file> --install