Apparently there's a way to run Windows on Intel Galileo board with the development and debugging happening through Visual Studio! According to the instructions, you basically need a (decently sized, minimum 16GB) microSD card which you boot off.
Given how the boot process works, it doesn't surprise me that this would work since all you'd need is an EFI executable bootloader on the SD card. I've always wondered how decoupled Windows kernel is from all the GUI aspect of it, and I'm guessing this is one of the more stripped down version of Windows with minimum required to run Arduino like workloads.
Looking at the Troubleshooting and Advanced Usage pages, the Galileo on Windows shows up as another Windows PC with open mounts and ability to connect kernel debugger to it.
Unfortunately, Windows is only supported on the original Galileo board, not on Gen 2 boards... though given I have no experience with Windows development at all, it's not that big a loss. :-)