KoboldCpp has documentation on the github page. Maybe just google for other guides if the documentation doesn't do it for you.
My advice is: Do one step at a time. Get it running first, without fancy stuff. Start with a small model and without gpu acceleration. Then get the acceleration/CUDA working. Then try with a bigger model. And then you can do the elaborate stuff like having some layers in VRAM and others in RAM and blowing up the context size past 2048/default. Don't do it all at once. That way you might figure out your problem and at which of the steps it happens.
(Edit: And make sure to always use the latest version. You're playing with pretty recent stuff that still might have bugs.)
I can't say much about the windows stuff or the state of the integration layers in oobabooga's.