I use the Abyss webserver.
http://www.aprelium.com/
It is a free small download and very easy to use and works on Windows (even Win 98), Linux, and Mac. Yet has features like an Apache server. Abyss is designed for commercial use, like for a small business. So it is well supported. The forums are really good for learning and help.
What I like is that the Abyss server comes on at power up and shuts down automatically at shut down. Also Abyss will restart on a server crash. Plus you can control IP access and bandwidth if you leave it hooked up on the net. Say if you want to use your home computer server pages from work or a friends house...
You can also use other languages like PHP, Python, Ruby etc.
You can use their Python install guide to figure out how to add newLISP.
http://www.aprelium.com/abyssws/python.html
Add newLISP as a scripting language and browse to add the interpreter:
C:\Program Files\newlisp\newlisp.exe
Don't forget the command option:
-c
Then associate extensions for newLISP, those being .cgi and .lsp (I use .nl instead of .lsp so I can try other Lisps if I every find the time or need ;)
What I love is that I don't have to open or hide a DOS window and my newLISP apps, like wiki, are always just a browser click or bookmark away on h-ttp://localhost/newlisp/wiki/
-- xytroxon
P.S. Another great windows app is Gui4Cli
http://users.hol.gr/%7Edck/g4c/
This script language (ignored by the masses like they do newLISP) makes designing Windows GUI's child's play!
Then you can make a Windows GUI that uses the Gui4Cli NET command to talk to your non html server apps.