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Femlisp works on Windows using Allegro CL. Simply start up Allegro and load the file femlisp/start.lisp from the Femlisp directory. For graphics output, you need Gnuplot which you can get via Cygwin, and OpenDX which you can download from http://www.opendx.org.
A known bug (maybe within OpenDX or Cygwin/X, since also dx
-script in an xterm window did not work for me) is that the
communication with OpenDX does not yet work. A remedy is to use
OpenDX as a separate application on the output file
femlisp/images/output.dx.