There's always:
begin
require 'win32console'
rescue LoadError
end
I find this easier to write and reason about that trying to decide for myself which OS I'm on and whether or not to load it.
Update: I was thinking win32console was built-in rather than a gem. I believe Win32API is available on all Windows installs, so it's a good proxy to test "Is this Windows?" (rather than "What OS is this, and is that Windows?").
begin
require 'Win32API'
windowsOS = true
rescue LoadError
windowsOS = false
end
if windowsOS
begin
require 'win32console'
rescue LoadError
# Prompt user to install win32console gem
end
end