Ruby - in the same way as most other programming languages - can be
invoked on Windows in one of three ways:
(1) You specify the full path to your Ruby executable
(2) You put the path to your Ruby executable into your PATH
(3) You make an association of file extensions .rb to the Ruby
executable.
The last option, (3), is pretty Windows specific and it seems that many
people like it. I personally prefer (2). If you have more than one Ruby
installed, you should go for (1)
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