The purpose of .htaccess (note the . ) files is to provide per directory web server configuration directives, or the ability to configure the server (to an extent) in absence of the ability to alter the main configuration file. To do a global configuration change, simply upload a .htaccess file to your web root.
Its a little difficult if you want to create the file on windows as it doesn't consider . files to be valid since it has no name and only an extension. So as mentioned in that article, you'll have to create a text file, edit it, then upload it to your server than rename it. However, you can pull it from your server onto your windows install and edit it directly without the need to rename it (manually choose which app to open it with, Ex. notepad).