1. For your first method:

• About using PHP command with Wamp or Xampp on Windows, you must register php.exe as an ENVIRONMENT VARIABLE so the command line can recognize the 'php' command instead of needing to enter the full path ( in my test case: E:\Wamp\bin\php\php7.0.10; ) as the command.
• About using Composer command on Windows, you just download and run Composer-Setup.exe. It will install the latest Composer version and set up your PATH so that you can just call composer from any directory in your command line.
• After that, you should run: composer create-project --repository-url=https://repo.magento.com/ magento/project-community-edition <installation directory name> in Command Prompt and do next steps in this document.

2. For your second method:

• Before you run the web setup wizard, you should change the permission of your installation directory.
• Just right click on your directory then go Properties > Security > choose Users then click Edit and choose Users again then check Full Control and click OK to grant permission.
• Finally, you can continue installing your Magento.

P/S:

In my opinion, you should try Ubuntu or MacOS for learning Magento because it's easy to setup and run the commands. Actually I am using Windows and setup Magento on Ubuntu built in Windows 10...

You can either install sample data before or after installation of magento.

Before installation

Here is a list of all sample data modules which you can add to you composer.json

"magento/module-bundle-sample-data": "100.1.*",
"magento/module-cms-sample-data": "100.1.*",
"magento/module-widget-sample-data": "100.1.*",
"magento/module-theme-sample-data": "100.1.*",
"magento/module-review-sample-data": "100.1.*",
"magento/module-customer-sample-data": "100.1.*",
"magento/module-wishlist-sample-data": "100.1.*",
"magento/module-sales-sample-data": "100.1.*",
"magento/module-tax-sample-data": "100.1.*",
"magento/module-catalog-sample-data": "100.1.*",
"magento/module-catalog-rule-sample-data": "100.1.*",
"magento/module-sales-rule-sample-data": "100.1.*",
"magento/module-downloadable-sample-data": "100.1.*",
"magento/module-msrp-sample-data": "100.1.*",
"magento/module-configurable-sample-data": "100.1.*",
"magento/module-product-links-sample-data": "100.1.*",
"magento/module-grouped-product-sample-data": "100.1.*",
"magento/module-swatches-sample-data": "100.1.*",
"magento/sample-data-media": "100.1.*",
"magento/module-offline-shipping-sample-data": "100.1.*",

After installation

Simply follow this instruction: http://devdocs.magento.com/guides/v2.2/install-gde/install/sample-data-after-composer.html

In short run: php bin/magento sampledata:deploy && composer install && php bin/magento setup:upgrade