There are rpms available to install Bugzilla on Linux, and CPAN is your friend. CPAN makes me happy. There is nothing wrong with CPAN. Why won't CPAN ever work?!?!?
Bugzilla can be installed on Windows, but it takes a little work. Apache, Perl, and MySql are available for Windows, no problem.
But you might have trouble getting some of the packages. ActivePerl doesn't have what you need. And compiling on windows (even when you don't need to compile) can be an adventure. Get nmake. Or not… There is a PPM repository at http://theoryx5.uwinnipeg.ca/cgi-bin/ppmserver where you can get the bugzilla dependencies.
Sendmail is also troublesome, but there is a fake sendmail.exe you can install that will do the trick. Bugzilla only needs to be able to send messages. Firewall and spam filters might be an issue, but are too varied to describe here.