Vlad and Capistrano are not intended for Microsoft Windows systems. Even if you manage to get it running under Windows you will find new limitations. These tools are just nice wrappers (rake tasks) for automating SCM/SSH/SFTP tasks. I know Capistrano uses xcopy.exe to remotely deploy files but it is't as powerful as rsync or scp.
If you are still interested, open4 dependencies are hardcoded on the source, the only way to get it running is by hacking the code.
http://hitsquad.rubyforge.org/svn/vlad/2.0.0/lib/rake%5Fremote%5Ftask.rb
...
require 'open4'
...
##
# Rake::RemoteTask is a subclass of Rake::Task that adds
# remote_actions that execute in parallel on multiple hosts via ssh.
class Rake::RemoteTask < Rake::Task
@@current_roles = []
include Open4
...
By the way, using Capistrano will simplify you life but as advertised do not expect to take full Capistrano potential as it has minor support.