The CLI installation process has been a bit bothersome due to the quick release of newer version of software, some of which have breaking changes (node, for one). It's being worked on, but I can't stick a date to it.
This installer should work on windows, and allow you to select to install the CLI only. It does use older versions of some of the software: Toolchain for Windows Installer
There's the app, a serial program (putty for example), or this.
These instructions have worked for me in the past: