Can anyone help me installing PYPY on windows?

The link you referenced is about building PyPy from source, so the parallel in CPython would be https://devguide.python.org/setup/.

The vast majority of users (99.99%) will not want to do this. They want to use PyPy as an interpreter to run python code, and should be looking at the (agreed, too-long) instructions on the download page. Specifically,

1. download the zip file, and extract it somewhere. Explorer suggests C:\Users\matti\Documents\pypy3.6-v7.3.1-win32 for me, that is fine.
2. Next set up the new pypyp interpreter by getting pip and setuptools installed. Click on Start and type "cmd" then click on "Comand Prompt" to open a text terminal. Once there type <path\to\pypy> -m ensurepip, so for me that would be C:\Users\matti\Documents\pypy3.6-v7.3.1-win32\pypy3.6-v7.3.1-win32\pypy3.exe -m ensurepip which should print at the end Successfully installed pip-20.0.2 setuptools-44.0.0
3. Open a new file in VS Code, and click on the "Python" at the far left of the status bar (bottom left corner in my default VSCode layout), and choose the path to pypy3.exe as the one to use for this file.

I think that is it? You may want to let VS Code install things like a linter or other tools, that is fine.

PyPy is also available via Conda, which is slowly building out all the packages specifically for PyPy: Numpy, Scipy and others are already available, matplotlib should be coming soon.