Most gems are very easy to install however they have typically been created for a Linux environment such as CentOS, RedHat, or OS X. This can cause all sorts of issues with libraries, compilers, etc. because less time has been spent making sure that these gems install on all versions of Windows because of all the differences. It is much easier to make sure that the gems install across all UNIX/Linux versions instead of the Windows versions.
When attempting to install eventmachine on a Windows server or regular PC you will run across an error. The error will spit out a bunch of data including install switches along with some other error information such as the below.