To install CLI on Windows I’d recommend using the Windows Installer
https://binaries.particle.io/cli/installer/windows/ParticleCLISetup.exe
With CLI you can use
particle serial monitor --follow
to get the Serial.print() output.
Since 0.6.0 you can also use the Log..... feature to get debug output via USB Serial (or other ways like papertrail)
To read the USB Serial output and interact with your Photon via USB Serial, you can use any other serial terminal program (e.g. PuTTY) too.