I've done the following: Downloaded and installed "arango64.msi" into a directory "c:\Users\fceller\ArangoDB" under Windows 8. Switched into this directory and executed "shellExample.bat". This starts the server and you can access it via the browser under "localhost:8529".
As for the server.endpoint option: It either supports tcp or unix domain sockets (presumably not under Windows). For TCP the syntax is
tcp://127.0.0.1:8529