For importing OSM data into PostGIS, we'll use a command line utility called osm2pgsql. Apparently, making a Linux build of osm2pgsql is straightforward; getting one that runs on Windows may require some more effort as described here: https://github.com/openstreetmap/osm2pgsql/issues/17, https://github.com/openstreetmap/osm2pgsql/issues/472.
I have used a Cygwin build as mentioned here:
http://wiki.openstreetmap.org/wiki/Osm2pgsql#Cygwin
Once we have the osm2pgsql ready, we'll need some data. For the sake of simplicity, I have downloaded the Greenwich Park area from https://www.openstreetmap.org/export#map=16/51.4766/0.0003 and saved the file as greenwich_observatory.osm (you will find it in the data accompanying ...