The best way to use M-x grep with Emacs is to download a port of
GNU grep. See Other useful ports.
If you want a quick solution without installing extra tools, a poor
substitute that works for simple text searches is to specify the built
in Windows command findstr as the command to run at the
M-x grep prompt. Normally you will want to use the /n
argument to findstr, to have it print the line numbers for
each hit.