I'm not aware of a dedicated desktop application for using Amazon DynamoDB from Windows yet.
However, the AWS Toolkits for Eclipse and Visual Studio both allow you to create tables, insert and edit data, initiate table scans, and more, straight from your local development environment (see the introductory post AWS Toolkits for Eclipse and Visual Studio Now Support DynamoDB).
So depending on your use case this might be all you need (or even better, if this is targeting a development scenario).
Update
The AWS team has just announced the option to Explore Your DynamoDB Tables Using the AWS Management Console as well:
You can now view and modify the contents of your DynamoDB tables from
within the AWS Management Console. With the addition of this new
feature, you can learn by doing -- trying out a number of DynamoDB
features without even writing any code. You can create a table, add
some items, and see them in the table, all through a very clean and
simple user interface.
This is obviously a very convenient addition to the rich client options referenced in my initial answer above, please check out the post itself for a short illustrated tour to help you get started.