1. unzip binaries in your desired directory (eg. c:\xammp\memcached) - binaries download
2. right click on memcached.exe ->Properties->Compatibility->Run this program as an administrator
   
3. open command line (Run->cmd) and go to unziped directory (cd c:\xammp\memcached)
4. memcached.exe -d install
5. memcached.exe -d start

Install memcache PECL lib

1. you can compile it with pecl install memcache
2. OR you can download already complied version (use the right verison)
   
   1. put it in your php ext folder (eg. C:\xampp\php\ext)
3. add extension=php_memcache.dll to your php.ini