The PHP-FPM\'s homepage http://php-fpm.org/ states that it is part of PHP since PHP 5.3.3. Now, I was wondering, when I download the newest PHP binaries from php.net, there
Old as this post is I have to weigh in here because what has been posted here is not PHP-FPM, it's running PHP using Fast-CGI.
Yes PHP-FPM stands for PHP-FastCGI Process Manager and so implements FastCGI but you are forgetting that FPM is much more than that as it contains process management features that are not managed by the webserver.
On *nix systems PHP-FPM has a separate process that manages the PHP child processes and has a detailed configuration to specify how these processes are managed. For details on these features read here
Launching a CGI process on windows is not the same thing. It does not spaw worker processes or dynamically scale them or allow multi-threading.
There is no PHP-FPM for windows yet. http://php.net/manual/en/install.fpm.php#121725
However as suggested, you may launch a CGI process if you wish.