Teradata is no longer supported on Windows.
Now as a Virtual Machine you can run it whereever you want, Linux/Windows/Mac.
It requires you to install a VM Player, but previously you needed admin rights to install the Windows demo version.
There's Teradata Express, a VMWare Virtual Machine.
It's a fully featured Teradata running on Suse Enterprise Linux 11.
I doubt that a native Windows version would be much faster, speed is usually related to the RAM size on the host (4GB is the lower limit, when you got 8GB you can assign more RAM to the VM) and disk (SSD will speed up everything).