Download http://commondatastorage.googleapis.com/chrome-infra-docs/flat/depot_tools/docs/html/depot_tools_tutorial.html#_setting_up.

Extract to c:\depot_tools.

Add to $profile (e.g. code c:\depot_tools):

function setup_depot {
    $env:Path = $env:Path + ";C:\depot_tools"
}

Run gclient once.