Easiest and fastest way to get your DMD running on MS Windows is to use the provided installers.
If you'll encounter any problems with missing libraries or non-existing executables, take a look on this.
Debian Linux compatible
If you have distribution that's based on APT package manager, you might use APT Repository.
You can use the ebuilds from the dlang overlay like this:
emerge app-portage/layman layman -f -a dlang emerge dev-lang/dmd
Note that if you are using Hardened Gentoo, you may need to use a non-hardened linker or specify PIC=1 when compiling Phobos.
Other POSIX compliant
You might try looking for precompiled package for your distribution on http://dlang.org/download.html
If it's isn't there you might try building from source.