I do not understand what you are trying to click and create in Windows,
so allow me to start from a beginning for you.  I actually use a Unix
type environment, but I found this information through Ruby's main site.

This looks like a good place to start to get you setup in Windows:

http://www.public.marcric.com/installingruby.html

It appears to walk you through downloading and installing Ruby on
Windows, plus it includes steps on installing an appropriate editor,
SciTE, to help you create Ruby programs.  As long as you are familar
with creating and using files in Windows, you should be ok.

Of course, Ruby's main site,

http://www.ruby-lang.org

...is also a good place to start.  To the right, under "Get Started,
it”Ēs easy!", you can sample using Ruby from your own browser.

Hope this helps!