The installer for Windows is available here.
First run the C:\Program Files (x86)\Elm\0.19\uninstall.exe file. This will remove Elm stuff from your PATH.
Then remove the whole C:\Users\<username>\AppData\Roaming\elm directory. Elm caches some packages and build artifacts to reduce compile times and to help you work offline. Getting rid of this directory will clear that information out!
You will need the NSIS installer to be installed.
Once everything is installed, run something like this command:
make_installer.cmd 0.19.0
It will build an installer called Elm-0.19.0-setup.exe.