Windows

arm-none-eabi-gdb

ARM provides .exe installers for Windows. Grab one from here, and follow the instructions. Just before the installation process finishes tick/select the "Add path to environment variable" option. Then verify that the tools are in your %PATH%:

$ arm-none-eabi-gcc -v
(..)
gcc version 5.4.1 20160919 (release) (..)

PuTTY

Download the latest putty.exe from this site and place it somewhere in your %PATH%.

Now, go to the next section.