There is a lot of information available online to configure NSClient++ to monitor Windows through Nagios, but much of the information is for outdated versions or is otherwise inaccurate. Documentation that gave me a successful install were 2 PDF docs from nagios.com: "Installing The XI Windows Agent" and "Configuring The WIndows Agent NSClient++ for Nagios XI" (even though I'm using Nagios Core).
I installed NSClient++ v. 0.4.x or 0.5.x and configured as the documents specified. I had previously set up Nagios Core 4.0.8 on a Centos 6 VM on a Windows 7 host. There is a Nagios document "Monitoring Windows Machines" available at nagios.com which has useful information for configuring Nagios to monitor Windows. Unfortunately, the information on configuring NSClient++ on the Windows host seems outdated and does not result in a successful solution.
Glitches I resolved: when I ran msclient++ in test mode, I kept getting the message "Connection refused". I had to add both the Linux VM and its Windows host to the "allowed hosts" line in nsclient.ini on the Windows machine being monitored. I found the clue to resolve this at http://docs.nsclient.org/faq/.
Most likely this can be improved upon by reading all the documentation available online, here and elsewhere, but there's a lot to weed through that doesn't always work right. This is a working solution and a good start to build on, IMHO.