Once you've met the prerequisites for installing Nexus Repository Manager 3, you'll need to follow a few steps to get it running on Windows.
7za.exe e nexus-3.1.0-04-win64.zip
C:\nexus
Assuming you are using the command prompt and in the C:\nexus (or whatever directory you chose), once you've done these steps you can run Nexus Repository Manager via the following commands
cd bin
nexus.bat
You should see a lot of logs come up, and you should be able to access Nexus Repository Manager via the following URL: http://localhost:8081
Voila!