This tutorial should help people, who are new to Rails, to configure their environment before starting to develop a RoR application with RubyMine on Windows. It doesn't depend on Windows and RubyMine versions.
1. Install Ruby
1. Rubyinstaller + Devkit
You could create a new project by following 'Create new project' wizard from RubyMine Welcome screen, or via File | New Project... See help topic. You will be able to select Ruby SDK and Rails version. In the root of the project you could see an additional folder '.idea' with current configuration. This folder keeps information about settings, Run/Debug Configurations, module types and etc. By default it's hidden from the Project View 'Project', but present in the Proejct View 'Project files':