Ah, yes, that's because Arc is relying upon Unixisms such as "/dev/urandom" and the "rm" command, neither of which are in Windows. Those two things (among others) would need to be changed to be platform agnostic. The easiest way to do that would be to rewrite them using Racket's functionality which is already platform-agnostic.
Alternatively, the link you gave in your post seems to suggest that installing Cygwin would fix it as well.