You can also try Crush FTP Server (www.crushftp.com), which supports WebDAV and runs on Windows and other platforms, it's very simple to set up and should do the trick.
If you are looking for something more beefy, you can try Cornerstone MFT (www.cornerstoneMFT.com). Disclaimer...I work for this company.
If you are still running into problems after setting up the WebDAV server, make sure your Windows Firewall has opened port 80 to incoming traffic. You may also need to whitelist the WebDAV server process as a process that's allowed to access the Internet.
Usually the WebDAV server will listen on multiple IP addresses, LocalHost and then your generic IP address which most likely is something like 192.168.1.x or 192.168.2.x. The localhost address is your 'loopback' address and you can use that locally from the same Windows box to test to make sure the WebDAV server is working. The loopback address will bypass the firewall. Launch your WebDAV client and go to http ://localhost/ If that works, then try your IP address http ://192.168.1.x/ to verify that the WebDAV server is listening on an IP address that is accessible from other computers. The 192.168.1.x address will not bypass the firewall and this will let you know if the firewall is a problem. Then go to another computer, or your Mobile device, and use the 192.168.1.x address and you should be able to get to your WebDAV server. If you can't then it's most likely a Windows Firewall issue.
Hope that helps!