Awk koans is a framework for learning AWK through doing small lab based exercises.
Basic instructions are just download the zip distribution, unzip it somewhere and then run python koans.py
This requires some sort of terminal that can display ansi colors. I've gotten it working with ConEmu:https://code.google.com/p/conemu-maximus5/
After that you'll need python:http://www.python.org installed and added to your path.
Then just open ConEmu, cd into the directory you unziped the kaons into and run python koans.py
nothing special needs to be done.
After running python koans.py you will be presented with a koan. When the koan is displayed, it'll also create the file you need to edit within the directory.