Here is an easy way to install the SDK for Android.
-Download the .zip file for Windows from the Android Dev site
-Unzip the folder to extract the root android sdk folder
-place that folder anywhere you want, easier if you place it in a shallow directory
-ie: place it on the root of the C:\ that way the directory is shallow when you go to run tools from CMD
-Once you have the folder placed where you want it, open it up and run the SDK Manager application
-It will run, select and only select the "tools," "platform-tools," and I usually check the "Google Drivers" further down as well
-Once everything has downloaded you should be good to go
To use the tools needed, you will need to open up Window's command prompt application, keyboard shortcut is "Windows Key+R" then type "cmd" and hit enter.
Now you need to point cmd to the platform-tools folder:
Hit enter, and you are now inside the platform-tools folder and you can now run adb and fastboot commands.
By the way, you can set this up however you want, they are all standalone apps (somewhat, as long as all supporting .dll files are in the same directory).
Mine is set up as such C:\android\platform\ and C:\android\tools\. This makes it easier to cd (change directory) to the folder I need to use. My platform folder is just the platform-tools folder renamed and the android folder is just android-sdk-whatevertherestis renamed to android.