Seriously, just don’t.
Ruby support on Windows just isn’t very good. If you absolutely need to get Ruby running on Windows, use RubyInstaller. You’ll be able to get a basic Ruby installation going, but support for all of Ruby’s various Gems (“gems” are code library in Ruby-land) is going to be spotty (gems that require native extensions, in particular).
But what it really comes down to is that I don’t think it’s feasible to develop in Ruby in Windows. And I say that as a long-time professional Ruby developer.
So, what are your alternatives? One, you could get a Mac. Now, I realize, given the cost of Macs and all, that’s not really a viable option for most people. But, I think it’s good to understand that most (I’d say at least 80%) of Ruby developers use Macs, and that, as a result, a lot of the tooling in the Ruby ecosystem is best supported on MacOS.
The other, more reasonable option, is to run some variety of Linux (I’d suggest Ubuntu) in a virtual machine on your Windows box using something like VirtualBox. I know of people that do this is, and it seems to work reasonable well. And it’s sure a heck of a lot better than trying to install Ruby on Windows 😉