Create patches on Windows
A variety of programs on Windows is able to generate patches. The command line utility diff can run on Windows either natively (Unxutils) or via an emulation layer (Cygwin).
If you require or fancy a graphical interface, you can use for example TortoiseCVS, TortoiseSVN or the IDE Eclipse. These programs require that you keep the code you are working on under version control with CVS or Subversion.
Create patches using Eclipse
I found a useful article at http://docs.moodle.org/en/Development:Setting_up_Eclipse that includes instructions on creating a cvs patch while in Eclipse. It says:
Creating a patch
In the synchronise view, right click on an item (file or folder) and choose Create Patch.... Or in the navigator, right click on an item and choose Team -> Create Patch....
This brings up a two-page wizard. On the first page you can select where you want the patch made. For small patches it can be useful to create them on the clipboard, but normally you will want to save them in a file.
On the second page, you can set some options, but normally you don't need to change the defaults which are Unified diff format, and Patch root set to Workspace. Well, sometimes it is helpful to change the second one to Project but it is not important.
There is a corresponding apply patch wizard that you can use to apply a patch to a project.