Steps:

1. Download the latest zsh package:
   https://packages.msys2.org/package/zsh?repo=msys&variant=x86_64

Example:

zsh-5.7.1-1-x86_64.pkg.tar.xz

Update:

The package now is compacted using zstd, so now we need some “special” extractor.
So, in my case, I’ve downloaded this file
https://repo.msys2.org/msys/x86_64/zsh-5.8-5-x86_64.pkg.tar.zst
And extracted it using the Peazip.
https://peazip.github.io/zst-compressed-file-format.html

2. Extract the content to your git bash installation dir:

Usually C:\Program Files\Git

3. Test it and config zsh:

Open git bash and type:

zsh

So, this step is important, it seems zsh will ask a few configurations, like the tab completion, history, etc.
Please read the options and set that according to your use.

4. Installing oh-my-zsh, execute the following cmd on git bash

sh -c "$(curl -fsSL https://raw.githubusercontent.com/robbyrussell/oh-my-zsh/master/tools/install.sh)"

5. Configuring zsh as default shell

Edit the ~/.bashrc file. (create it if it doesn’t exist)

Add the following lines at the end of the file

# Launch Zsh
if [ -t 1 ]; then
exec zsh
fi

Close and open again the git bash.

Optional steps

6. Installing the Honukay theme

curl -fsSL https://raw.githubusercontent.com/oskarkrawczyk/honukai-iterm/master/honukai.zsh-theme -o ~/.oh-my-zsh/custom/themes/honukai.zsh-theme

7. Set it

sed -i 's/ZSH_THEME="robbyrussell"/ZSH_THEME="honukai"/g' ~/.zshrc
```## Steps:

1) Download the latest zsh package:
https://packages.msys2.org/package/zsh?repo=msys&variant=x86_64

Example:

zsh-5.7.1-1-x86_64.pkg.tar.xz

Update:

The package now is compacted using `zstd`, so now we need some "special" extractor.  
So, in my case, I've downloaded this file  
https://repo.msys2.org/msys/x86_64/zsh-5.8-5-x86_64.pkg.tar.zst
And extracted it using the Peazip.  
https://peazip.github.io/zst-compressed-file-format.html

2) Extract the content to your git bash installation dir:

Usually `C:\Program Files\Git`

3) Test it and config zsh:

Open git bash and type:

zsh

So, this step is important, it seems `zsh` will ask a few configurations, like the tab completion, history, etc.  
Please read the options and set that according to your use.

4) Installing oh-my-zsh, execute the following cmd on git bash

```shell
sh -c "$(curl -fsSL https://raw.githubusercontent.com/robbyrussell/oh-my-zsh/master/tools/install.sh)"

5. Configuring zsh as default shell

Edit the ~/.bashrc file. (create it if it doesn’t exist)

Add the following lines at the end of the file

# Launch Zsh
if [ -t 1 ]; then
exec zsh
fi

Close and open again the git bash.

Optional steps

6. Installing the Honukay theme

curl -fsSL https://raw.githubusercontent.com/oskarkrawczyk/honukai-iterm/master/honukai.zsh-theme -o ~/.oh-my-zsh/custom/themes/honukai.zsh-theme

7. Set it

sed -i 's/ZSH_THEME="robbyrussell"/ZSH_THEME="honukai"/g' ~/.zshrc