Haxe is the programming language that can be compiled to multiple platforms.

Windows

Download and install Haxe.

haxelib install openfl
haxelib run openfl setup
openfl

Create a new project and test it.

openfl create project MyGame
openfl test neko
openfl test html5
openfl test flash

Check that paths are OK in /Users/<USERNAME>/.hxcpp_config.xml.

<xml>
    <section id="vars">
        <set name="ANDROID_SETUP" value="true" />
        <set name="ANDROID_NDK_ROOT" value="E:\Development\Android NDK" />
        <set name="ANT_HOME" value="E:\Development\Apache Ant" />
        <set name="ANDROID_SDK" value="E:\Development\Android SDK" />
        <set name="JAVA_HOME" value="E:\Development\Java\jdk1.8.0_25" />
    </section>
</xml>