Windows clj is a work in progress and the page will be updated when it's ready. So, it will.
The Maven example is a way to get a standalone local-only (spec libs included) jar. Some people do this (it seems weird to me, but people do).
Leiningen and Boot are not official tools and are more than you need to get started (excepting the Windows caveat, which is a small portion of the Clojure user base that will be plugged, hopefully soon).
Because most development happens on Linux and MacOS systems, and most services deployed run on Linux. Even languages that make the sdk installation easy, the rest of the ecosystem of packages and tooling often considers windows a second class citizen (thinking here of node.js and ruby at least). If you have limited resources it makes sense to target the biggest group of users first.
In any case, why not remove the Maven example? It's weird to see Maven promoted over tools like Leiningen and Boot.
In my opinion, the "first step" should cover all three operating systems as Leningen or Boot already does (and as the getting started page admits).