Once the code is up on Github (for example if you need to pull your buddy's code from github 'cause he's too cool for SVN), after you install any git package for windows it's quite easy to setup a local repository for git and pull your stuff from github.
Browse to your local repository from gitbash and this is how it's done in just 3 lines:
//init git local repo
//register github user + repo
git remote add origin firstname.lastname@example.org:UsEr/repOsitOry.git
//pull the stuff
git pull origin master
In order to be able to talk to the github servers from your machine you need to setup the ssh stuff, which I am not covering because I can't be bothered and you can read all about it here.