I'm assuming you've installed Xampp or WAMP on your local windows machine. If not please visit the XAMPP website. WAMP and XAMPP will install the full windows equivalent of the LAMP (Linux Apache MySQL PHP/Perl/Python) stack on your Windows Machine, and offer a GUI to manage it. Here I'll talk about sending email from windows specifically on XAMPP, but you can follow this for WAMP or your own PHP setup.
I'm also assuming you're trying to send email through the PHP function "mail()".
Unlike Linux, Windows is not distributed with a default mail transfer agent (MTA). Linux flavors usually come with sendmail, which acts as a local MTA.
In order to have PHP send email, your windows machine should be able to send email, and have PHP configured to send email through it. So first you need to get your machine to send email.
You can either install an MTA locally (not recommended since sending emails is a complicated by spam detection mechanisms built into the protocol).
Or use a free MTA such as hotmail.com or gmail.com. You need an account.
To use a free MTA, you need to specify the MTA host, port, user and password. Luckily there are also sendmail like programs for windows and one is included with Xampp that makes this easy.
You will just need to configure PHP to use the sendmail binary provided by Xampp, to send emails. To do this edit the PHP configuration file, php.ini. You can find this in xampp by opening the control panel, clicking "explore" and going to the folder "php". The full path should be something like:
;sendmail_path = "\"C:\xampp\sendmail\sendmail.exe\" -t"
and remove the ";" from the beginning of that line, to enable that configuration directive.
Now your PHP is configured to use the sendmail program that comes with Xampp for win.
You now need to configure your sendmail program to send email to your SMTP server.
So open up the sendmail.ini in the "sendmail" folder.
Create a new account configuration. Example for gmail:
# Gmail example
Substitute myuser and mypassword for your details.
Now you need to make this account the default by editing the last line in the file to:
# Set a default account
account default : Gmail
You will then need to restart the apache service. You can do this from the Xampp control panel. (stop/start). This reloads the configuration for PHP.
Now you should be able to send email.