Installation of PySide on Windows is pretty much easy with the help of an installer. Perform the following steps for setup:
Get the latest stable package matching your Operating System architecture and the Python version installed from the releases page at http://qt-project.org/wiki/PySide_Binaries_Windows
Run the downloaded installer executable, which will automatically detect the Python installation from your system
You are given an option to install PySide on the default path or at the path of your choice
On clicking Next in the subsequent windows, and finally clicking Finish, PySide is installed successfully on your system