To set up a Dev environment for Odoo in Windows, you must have Python installed on your machine, and from the Odoo project (I will suppose you are using the Community edition), make sure all dependencies and python packages are installed.

Usually, all dependencies (set in the file "requirements.txt") are correctly installed in your first run, when you build the project for the first time and create the Python virtual environment (Venv).

Make sure you have opened your Pycharm "as Administrator" to be sure you are not being blocked by Windows Access privileges. 

Alternatively, you can also set up a development project with Visual Studio Code. 
In this case, instead of the default "odoo.conf" file, you can create a JSON configuration file, but everything else should be the same. 
There are tutorials online on how to do it, but it's almost the same thing.