Start mongod to be config server.
Now run mongos.exe --install --configdb localhost:30000
Tue Jul 10 12:22:48 warning: running with 1 config server should be done only for testing purposes and is not recommended for production
Tue Jul 10 12:22:48 --install has to be used with --logpath

expect the last message to be prefixed with error: similar to the warning: in the prev message above or the error scenario below

mongos.exe --install
Tue Jul 10 12:21:18 error: no args for --configdb