lilypond-book on Windows needs LaTeX?

[Federico Bruni]

I'm trying to verify issue 3874. I'm not a Windows user but I have the
chance to use a Windows machine at work.

When I try to compile the musicological example in Usage, I get a warning
about pdflatex being a command not detected. I guess that LaTeX is not
bundled and should be installed separately. What about saying it explicitly
here?
http://lilypond.org/doc/v2.19/Documentation/usage/lilypond_002dbook

Please add also a link to the recommended website where you can download
LaTeX. First result of google is:
http://miktex.org/about

I never had this problem on Linux because LaTeX is a dependency of lilypond.