In this recent tutorial (a part of the Symfony project's advent series) Laurent Bonnet about getting the Symfony framework installed on a Windows 2008 server running the IIS web server.
In order to prepare for Internet deployment, the tutorial can be executed in a dedicated server environment, hosted on the Internet. Of course, it's possible to complete the tutorial on a local server, or a virtual machine at the reader's workstation.
Laurent briefly talks about some of the differences between the 64 bit and 32 bit versions of Windows, setting up the database connection (SQLite), configuring the Windows server and using the Web Platform Installer it get PHP up and running. The tutorial also covers the setup of a sandbox and production environment via the command-line symfony tool.