Try to create a new empty folder:
mkdir C:\myFolder
cd C:\myFolder
set GOPATH=C:\myFolder
go get github.com/grafana/grafana
That should create a src\github.com\grafana\grafana
folder, with the sources inside.
I've been trying to build grafana from its source code on windows by following the instructions here
I am stuck and am failing to set the GOPATH path properly. I set it to the default go directory in C:\myname but whenever I try to change to that directory using the command "cd $GOPATH/src/github.com/grafana/grafana" it says the system cannot find the specified path. And even if I put the path manually and in the directory try to run "go run build.go setup" the system cannot find the file specified.
If someone could help me that'd be great!