First of all you need to install the Off-the-Record Messaging plugin for Pidgin. To get started either use this direct link or download the installer from the official page via usual or signed link.

The next step requires that you have installed Pidgin. This guide asumes that you already have. When the download of OTR is completed, execute the downloaded file to install the plugin.

Installation

Like any windows installer installtion.

After installtion is complete, open Pidgin. Press Ctrl + U to open the plugin management window. Scroll down and click the Off-the-Record Messaging plugin to select it.

Ctrl+U

Then press the configure button at the bottom of the window. Off-the-Record dialogue will open.
Configurating the OTR plugin

One by one select your accounts in the drop down list and Generate a fingerprint for each of them. Check the Enable private messaging box. I recommend checking the automatically initiate box. Feel free to check other boxes as suits your needs. Close.

Done.