Ideally to learn how to do scripting, we need to have a unix environment to try out the scripts and this can be easily done by setting up Linux or Open Solaris on your computer. However, what happens if you don't have a spare computer to do that?
You could use a live CD. Problem with that is you need to reconfigure it each time which is troublesome. Alternatively, you can setup Cygwin. There are two version - Cygwin which is purely command prompt and Cygwin/X which provides a X Windows environment.
Given that you can then use the various tutorials on Internet to learn scripts like bash:
Linux Config org
Bash Programming How To
Advanced Bash Tutorial
Alternatively, you can use perl, php or even java to automate your unix scripts.