Coccinelle can be used under Windows using cygwin, but without support for Python. You must install ocaml. Then, give configure the argument –without-python.
The difficulty in using Python is that Coccinelle uses pycaml, which does not seem to compile under cygwin. If anyone has succeeded in compiling pycaml under cygwin, we would be most interested to hear about it: cocci@diku.dk
Alternatively, you could use Coccinelle in an andLinux environment http://www.andlinux.org/