first, make sure you can access the https://rubygems.org/
when you use rails to new a project, it will help you to generate some files and folders, the structure like below:
|-- Gemfile
|-- Gemfile.lock
|-- README.rdoc
|-- Rakefile
|-- app
|-- config
|-- config.ru
|-- db
|-- doc
|-- lib
|-- log
|-- public
|-- script
|-- test
|-- tmp
`-- vendor
after created this files, rails will call bundle to install some gems in the Gemfile.
the first line in the Gemfile is source 'https://rubygems.org', of course, you can add any source what you want. but you need to double check this source that can been accessed.
when you installed all gem package in the Gemfile, you can start rails service.
if you lose some one gem, the rails will give you some error information that will told you which gem is lost. just use 'bundle install' to fix these issues.
So your trouble is, at least through your information, you cannot get gem source from https://rubygems.org.
I don't like window version. It alway told me, you lost these thing or lost those,
faint. So change into linux is not bad idea.
hope this can help you.