When I run Microsoft.Web.Redis.RedisSessionStateProvider locally, I get the following error:
StackExchange.Redis.RedisServerException: ERR unknown command \'EVAL
I was running a version of redis server pre 2.6.
Quick easy way to get redis server for windows is via chocolatey.
Install from here: https://chocolatey.org/
Then get redis using command from here: https://chocolatey.org/packages/redis-64/3.0.501
Then go to C:\ProgramData\chocolatey\lib\redis-64 and run redis-server.exe
You'd then need to install as a service (see notes in C:\ProgramData\chocolatey\lib\redis-64)
OR just get a windows installer msi from here (even easier if you don't mind the version too much i.e. just for development) https://github.com/MSOpenTech/redis/releases