Add this to my.ini
[mysqld]
log
If you have a specfic place for the log, such as C:\mysql_general.log
[mysqld]
log=C:/mysql_general.log
log="C:\mysql_general.log"
It's one of those. I haven't done mysql in Windows in a while.
Then restart mysql
net start mysql
Give it a Try !!!
CAVEAT
Prior to MySQL 5.6, you can use log.
In MySQL 5.6, log is deprecated. Use general-log instead.
##UPDATE 2011-12-09 22:18 EDT
If you do not have my.ini defined, then you must define one.
To keep things simple, just create my.ini in the folder where my-huge.ini, my-large.ini, my-medium.ini, and my-small.ini appear. Just open up notepad on my.ini in that folder.
Then add the lines I mentioned before:
[mysqld]
log
or
[mysqld]
log=C:/mysql_general.log
log="C:\mysql_general.log"
##UPDATE 2011-12-09 22:26 EDT
In the worst case, try putting my.ini in C:\