KDE SC works under Windows, but sadly, KDEnLive is not part of it. It has
been much discussed in the KDE community, but the video libraries associated
with it and the difficulty in porting parts for video editing which is
processor intensive makes it a big project. Too big to tackle with their
resources, it would seem.

http://windows.kde.org/

Your best bet is to run Kubuntu and use KDEnLive that way.