If your primary objective is to learn Hadoop then it does not matter you learn it on Windows or Linux, because everything is exactly same on both platforms. I have extensively used Hadoop on both platform and found all the commands and processing are identical on Windows and Linux. So here are my suggestions:
- Download VMware VMPlayer on your Windows Machine
- Download CDH Virtual Machine for VMware
https://ccp.cloudera.com/display/SUPPORT/Downloads
Access virtual machine in your Windows box and follow the tutorials exactly they are on Linux.