Depends on what version you have. 9.5 is supported with Windows 8, previous versions are not.
BTW, I have installed the 9 SP3 Console on Windows 8, had issues 1 time and worked another time.
I'll be honest that I haven't tried installing the console on Windows 8, but I can say it isn't supported as yet even on 9.5. Client support came first, console comes later.
It might be possible to get it working but you won't be supported regarding any issues you might find.
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Ok, I found out that my problem was that I had to enable .NET 3.5 in the Windows features under add/remove programs.