I decided to make a fast article about KDE on Windows Vista (I would love to make another on OS X, but I don't have a Mac).
When Qt 4 was released developers decided that, thanks to the impressive implementation of Qt, they could easily get KDE to run under Windows. It was a controversial move, but as today, completely irrelevant (tough I hope this changes). The main idea behind this (aside from increasing their market share) is that users get used to KDE applications on Windows, there will be nothing to miss on Linux/*BSD.
It's easy to install, but I think it should be easier, it should be just an .exe file with everything inside (per application).
They seem to take too much time for opening :/ Specially the first one you launch. Resizing on Vista is a hell lot smoother than on Linux (possibly xorg, driver and wm problems mixed), and overall they work just well, and integrate amazingly well..
I won't describe the applications. Just enjoy the screenshot, for in depth covering, you can look at the other articles, and, in some cases, wait for the upcoming review... ;-) (Which will always be in Linux):