I did a fresh Windows install of Agda yesterday with great ease; perhaps this will help others:
1. Open Powershell with Admin privs
2.
Set-ExecutionPolicy Bypass -Scope Process -Force; [System.Net.ServicePointManager]::SecurityProtocol = [System.Net.ServicePointManager]::SecurityProtocol -bor 3072; iex ((New-Object System.Net.WebClient).DownloadString('https://community.chocolatey.org/install.ps1')) ; choco install cabal ghc emacs

3. Restart Powershell with Admin privs
4.
cabal update ; cabal install alex happy Agda ; agda-mode setup

5. All done! Type emacs and open an Agda file.