The guide is alright, but it could be improved. I'd add/mention/change the following:
Installing Ruby on Windows: http://rubyinstaller.org/
Running `bundle install` is not a good idea, because it will install gems as root (and globally); unless you use bundler version >= 2, which isn't the stable release yet (it defaults to the behaviour in the next sentence). A better alternative is to use `bundle install --path .bundle`.
Another thing that's maybe worth mentioning that Sinatra has a "DSL" with lots of interesting settings, which can be changed using `set`, `enable`, `disable`, and mention how to access those settings using the `settings` object.
For example, an interesting settings that could be mentioned are `:port`, `:public_folder`, `:static`, and `:sessions`.
Also, perhaps you could link to the official website, if people want to look into more details of the guide.
A side note, and a design idea for the website (although it would require more effort overall) is to add "tabs" for Linux/Windows/OSX/etc operating systems. For this particular guide, there's not many differences (if any).