Ren'Py 5.6.1 "Community Service" was released on September 13, 2006. The main distribution is:
which includes the Ren'Py demo game, Ren'Py source code, and executable files that let you run on Windows 98+. This is all that you need to use Ren'Py on Windows.
For your convenience, we've made available the Ren'Py documentation included in the release:
The following files are required to run Ren'Py games, including the demo, on non-Windows platforms:
Ren'Py crashes when displayables are clipped to an area for which both the x and y coordinates of the upper-left corner are 0 or less. To work around this, add the lines:
init: $ renpy.disable_fullscreen_opt = True
to your game. Be sure to remove this workaround when 5.6.2 is released.