On Windows
Building and installing Mercurial on Windows requires a variety of tools, a fair amount of technical knowledge, and considerable patience. I very much do not recommend this route if you are a “casual user.” Unless you intend to hack on Mercurial, I strongly suggest that you use a binary package instead.
If you are intent on building Mercurial from source on Windows, follow the “hard way” directions on the Mercurial wiki at http://www.selenic.com/mercurial/wiki/index.cgi/WindowsInstall, and expect the process to involve a lot of fiddly work.
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