Detect MS Windows

MATLAB, 4 bytes

ispc

From the documentation:

tf = ispc returns logical 1 (true) if the version of MATLAB® software is for the Microsoft® Windows® platform. Otherwise, it returns logical 0 (false).

There are also the functions ismac and isunix. I'll leave it to the reader to figure out what those functions do. Mego kindly asked for diagrams explaining ismac and isunix so I've tried to illustrate it here:

It was not asked for a diagram of ispc but I can reveal that the behaviour is pretty similar, except substitute OSX and Unix with Windows.

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Second approach:

Here's a second approach with getenv using 23 bytes that should be bullet proof, unless there's another operating system starting with W:

x=getenv('OS');x(1)==87

getenv 'name' searches the underlying operating system environment list for text of the form name=value, where name is the input character vector. If found, MATLAB® returns the character vector value. If the specified name cannot be found, an empty matrix is returned.

Vim, 2 bytes

<C-a>1

On Windows, <C-a> (ctrl+a) is mapped by default to Select All. If you type a 1 in select mode in Windows, it replaces the selection with what you typed (1) leaving a 1 in the buffer.

On other operating systems, <C-a> by default is mapped to Increment number. Because there's no number to increment, it's a no-op, and then the 1 increases the count but in terms of the buffer is a no-op.

1 is truthy in Vim, and an empty string is falsy

Python 2.7.10, 24 bytes

import os
0/('['>os.sep)

Thanks to FlipTack for 3 bytes

This program takes advantage of the fact that Windows is the only OS to use \ as a path separator. Normally this is frustrating and bad, but for once it is actually an advantage. On Windows, '['>os.sep is false, and thus 0/0 is computed, causing a ZeroDivisionError and exiting with a non-zero exit code. On non-Windows platforms, '['>os.sep is true, making the expression 0/1, which does nothing, and the program exits with exit code 0.