GStreamer on Windows
The easiest way to test Gstreamer on Windows is to install it using installers from http://gstreamer.freedesktop.org/pkg/windows/releases/ or http://gstreamer.freedesktop.org/pkg/windows/cvs/ depending on the version you need to test.
Python bindings are not released yet, then you will have to use CVS binaries to use Gstreamer from Python. You will find different bindings for Python2.4 and Python2.5.
These setups are installing all needed dependencies then you should be able to test Gstreamer using gst-launch-0.10 from your command line after installation.
Building a Gstreamer based application using Visual Studio
If you want to build a Gstreamer based application, you can first install Gstreamer on your system using setup installers and next you have to install dev packages (*.win32dev.zip) which include all needed headers and libraries.
You can extract them in any directory and make your VS project use them.