Recentemente, usei mangusto para essa finalidade. Suporta o Windows. Na página inicial:
Mongoose executable does not depend on any external library or configuration. If it is copied to any directory and executed, it starts to serve that directory on port 8080. If some additional config is required - for example, different listening port or IP-based access control, then a mongoose.conf file with respective options (see example) can be created in the same directory where executable lives. This makes Mongoose perfect for all sorts of demos, quick tests, file sharing, and Web programming.