The following notes are from Eric Jones.

My Setup:
For Python/Fortran development, I run Windows 2000 and use the mingw32
(www.mingw.org) set of gcc/g77 compilers and tools (gcc 2.95.2) to build python
extensions. I'll also ocassionally use MSVC for extension development, but
rarely on projects that include Fortran code. This short HOWTO describes how
I use f2py in the Windows environment. Pretty much everything is done from
a CMD (DOS) prompt, so you'll need to be familiar with using shell commands.
Installing f2py:
Before installing f2py, you'll need to install python. I use python2.1 (maybe
python2.2 will be out by the time you read this). Any version of Python beyond
version 1.52 should be fine. See www.python.org for info on installing Python.
You'll also need Numeric which is available at
http://sourceforge.net/projects/numpy/. The latest version is 20.3.
Since Pearu has moved to a setup.py script, installation is pretty easy. You
can download f2py from http://cens.ioc.ee/projects/f2py2e/. The latest public
release is http://cens.ioc.ee/projects/f2py2e/rel-3.x/f2py-3.latest.tgz. Even
though this is a .tgz file instead of a .zip file, most standard compression
utilities such as WinZip (www.winzip.com) handle unpacking .tgz files
automatically. Here are the download steps:
1. Download the latest version of f2py and save it to disk.
2. Use WinZip or some other tool to open the "f2py.xxx.tgz" file.
a. When WinZip says archive contains one file, "f2py.xxx.tar"
and ask if it should open it, respond with "yes".
b. Extract (use the extract button at the top) all the files
in the archive into a file. I'll use c:\f2py2e
3. Open a cmd prompt by clicking start->run and typing "cmd.exe".
Now type the following commands.
C:\WINDOWS\SYSTEM32> cd c:\f2py2e
C:\F2PY2E> python setup.py install
This will install f2py in the c:\python21\f2py2e directory. It
also copies a few scripts into the c:\python21\Scripts directory.
Thats all there is to installing f2py. Now lets set up the environment
so that f2py is easy to use.
4. You need to set up a couple of environement variables. The path
"c:\python21\Scripts" needs to be added to your path variables.
To do this, go to the enviroment variables settings page. This is
where it is on windows 2000:
Desktop->(right click)My Computer->Properties->Advanced->
Environment Variables
a. Add "c:\python21\Scripts" to the end of the Path variable.
b. If it isn't already there, add ".py" to the PATHEXT variable.
This tells the OS to execute f2py.py even when just "f2py" is
typed at a command prompt.
5. Well, there actually isn't anything to be done here. The Python

installation should have taken care of associating .py files with

Python for execution, so you shouldn't have to do anything to
registry settings.
To test your installation, open a new cmd prompt, and type the following:
C:\WINDOWS\SYSTEM32> f2py
Usage:
f2py [<options>] <fortran files> [[[only:]||[skip:]] \
<fortran functions> ] \
[: <fortran files> ...]
...
This prints out the usage information for f2py. If it doesn't, there is
something wrong with the installation.
Testing:
The f2py test scripts are kinda Unix-centric, so they don't work under windows.
XXX include test script XXX.
Compiler and setup.py issues:
XXX