See also guide at: How to setup OpenAFS and Kerbose on Windows
1- Install OpenAFS http://www.openafs.org/windows.html
2- Install Heimdal https://www.secure-endpoints.com/heimdal/#download (Heimdal 7.4.0)
3- Install Network Manager https://www.secure-endpoints.com/netidmgr/v2/index.html#download (netidmgr 2.5)
Add AFS to network manager if it is not already added.
4- (optional) Configure Putty to use GSSAPI for passwordless ssh logins (see this for more details)
Download/import example session for rhel6-64.reg