Setting up Appium on Windows and macOS systems involves installing the necessary dependencies and configuring the environment for both Android and iOS testing. On Windows, the process includes installing Java, Node.js, the Android SDK, and configuring environment variables such as JAVA_HOME and ANDROID_HOME. Afterward, you can install Appium Server via npm and use tools like Appium Inspector for element inspection. On macOS, the setup follows a similar flow but additionally requires Xcode for iOS automation, along with Command Line Tools and Carthage if needed. Both systems benefit from using package managers like Homebrew on macOS for easier installations. Once the SDKs, drivers, and Appium server are configured, you can connect real devices or emulators, validate the setup with simple test scripts, and integrate the environment with preferred automation frameworks.