This post will help download and install the latest version of ruby to install Shopify-cli 2.5.x gem on Windows 10. You can follow this instruction to install shopify cli on any windows OS as long as your windows OS support ruby 2.7 and above.
This latest version of shopify-cli supports php, nodejs, and rails to create shopify apps and also shopify themes and at the same time your generate dummy data for your store with this version of shopify cli.
Before Installing Shopify-cli

You must have installed NodeJS, yarn, git, Ruby 2.7+ and familiarity with terminal or command prompt.
Check versions of Ruby, git, nodejs and yarn on your system first.
ruby -v
node -v
yarn -v
git –version
Install shopify-cli on Windows

To install shopify-cli on Windows 10 or 11, you must have pre-installed ruby 2.7+, git and good to have nodejs, npm, and yarn pre installed too.
I assume that you have installed all the pre-requisites. Now, to install shopify-cli, launch your CMD and run the following command.
gem install shopify-cli
Here is list of commands available with shopify-cli at of JAN-2022
shopify help
Use shopify help <command> to display detailed information about a specific command.
Usage: shopify help
shopify app
app: Suite of commands for developing apps. See shopify app <command> --help for usage of each command.
Usage: shopify app [ connect | create | deploy | open | serve | tunnel ]
shopify extension
extension: Suite of commands for developing app extensions. See shopify extension <command> --help for usage of each command.
Usage: shopify extension [ check | connect | create | push | register | serve | tunnel ]
shopify login
login: Log in to the Shopify CLI by authenticating with a store or partner organization
Usage: shopify login [--store=STORE]
shopify logout
logout: Log out of an authenticated partner organization and store, or clear invalid credentials
Usage: shopify logout
shopify populate
populate: Populate a Shopify store with example customers, orders, or products.
Usage: shopify populate [ customers | draftorders | products ]
shopify reporting
reporting: Turns anonymous reporting on or off.
Usage: shopify reporting on
shopify store
store: Display current store.
Usage: shopify store
shopify switch
switch: Switch between development stores in your partner organization
Usage: shopify switch [--store=STORE]
shopify theme
theme: Suite of commands for developing Shopify themes. See shopify theme <command> --help for usage of each command.
Usage: shopify theme [ check | delete | init | language-server | package | publish | pull | push | serve ]
shopify version
version: Prints version number.
Usage: shopify version
shopify whoami
whoami: Identifies which partner organization or store you are currently logged into.
Usage: shopify whoami
Install shopify-cli on Ubuntu
To install shopify-cli on linux distros that support apt, run the following commands.
sudo apt install ruby
sudo apt install shopify-cli
Install shopify-cli on MacOS
To install shopify-cli on MacOS, run the following commands.
Make sure you have pre-installed brew, if not install brew with command below
/bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)"
Now, you can install shopify-cli with brew with following command
brew install shopify-cli