No official binaries and no official support for Windows.
So, this is not and won't be possible on Windows at all?
Not saying it is not possible (I used to build the Windows binaries for the first releases of rpy2), but there is no support. You'll find older issues on this issue trackers, older questions with answers on StackOverflow, and notes about this and where to look in the documentation (for example here: https://rpy2.github.io/doc/v2.9.x/html/overview.html#microsoft-s-windows-precompiled-binaries). Sorry for the rather short answer: little time on my end and compiling rpy2 on Windows has already been discussed. Reopen if something is different.
I checked out many resources available online but no luck. I would be really glad to be able to install it on Windows.
Did you check the link to the rpy2 the documentation I just gave ?
Yes I did. It says "There is currently no binaries or support for Microsoft Windows..."