I'd like to have a documented how-to for beginners on windows. Personally, I use docker in git-bash. I don't know if this is a "common setup". I came up with this first attempt, which could go into the wiki:
https://gist.github.com/pletnes/7657d05ab6ae668cb5d90bff42a5b967
It's a shell script which runs under git-bash on windows, but probably not on any other platform, as it relies on cygpath to do the mount. Note that the unixy $(pwd) doesn't work as expected under git-bash due to its path conversion magic.