Ferret running under Windows is not currently supported.
For recent Windows operating systems, here is an alternative for running Ferret: We have had good successes running Ferret under the (free) Virtual Box virtualization environment. Install Virtual Box and then install one of the available free and well supported Unix platforms such as Ubuntu. This gives you an environment where you can install and run a Ferret executable for Linux. It also means you can run the latest Ferret releases rather than the very old versions available for Windows.
The Ferret for windows listed below are made available but are over 10 years old. Please see the main downloads page, and the WINDOWS README file for more details.