Jeffrey Snover, who is the father of Powershell and has a strong influence on the future of Windows Server, recently said that Chef is currently aligned with the Windows Server strategy, while Puppet is not currently demonstrating this. (But it could in the future. And I don't have specific examples about all the other CM platforms/tools/solutions - I'm just going off of what I have heard him say in his interviews, blogs, Twitter, etc.)
Desired State Configuration, DSC, is the primary focus of Jeffrey Snover's Windows Server strategy going forward. I really can't overstate the importance of DSC to the future of Windows Server. Snover wrote his "Monad Manifesto" in 2002, in which DSC was essentially the culmination and Powershell was simply a stepping stone on the way to get there.
That's a powerful statement. DSC has essentially been the vision for over 12 years now. Think about how awesome Powershell is and how it's enriched the lives of Windows admins for years now. Now consider that it was only a stepping stone to get us to Desired State Configuration.
So when you ask which configuration management platform has strong Windows support, (especially Server,) absolutely the most important question you could ask is to what degree is that CM platform integrating with Desired State Configuration.
