And thank you very much for the very quick answer.
I have installed git version 2.20.1 on my Windows and for some reason git doesn't add the path of its binary folder to the PATH environment variable.
After manually adding the git path "C:\Program Files\Git\bin" everything works fine :-)
west can now be used to install zephyr and also update west by following the below commands from the getting started guide.
west init zephyrproject cd zephyrproject west update
It might be a good idea to add a note in the getting started guide, that you have to make sure the path for git is added to the Windows PATH environment variable to make it work in Windows.