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I'm sure you are aware that tar is a Unix utility. But, there are a couple of options for using tar on the MS Windows platform.
My favorite option is the Cygwin package. It gives you a complete Unix type shell that runs on Windows. Cygwin includes the tar utility and many many other common Unix utilities.
Another option is a native windows TAR utility like Tar for Windows.
Once you have found a version of tar for windows that you like, you can use the Backup using tar and JS3tream in Linux how to as a general guide. It might not be an exact match, but you should be able to figure out the difference.