OSX: `brew install package`
Linux: `apt-get install package`
Windows: "took hours to figure out but this is how I did it" - forum c. 2003

This is very true, however have you heard of Chocolatey? (https://chocolatey.org)

It's a reasonably good package manager for Windows... worth a look.

That said I almost always use Vagrant where I can - for everything from stubs to full on dev environments.