The bidirectional algorithm must be supported in order to handle right-to-left Hebrew characters on the one hand and to mix Hebrew and left-to-right characters on the other. Versions of Windows that support it include 1) any language versions of Windows 2000/XP or higher, and 2) Hebrew (Hebrew interface) or Hebrew-enabled (English interface) versions of Windows 95/98/ME. Non-Hebrew versions of Windows 95/98/ME do not support it.
If you are using one of the Hebrew (or Hebrew-enabled) versions of Windows, Hebrew support is preinstalled. If you are using one of the non-Hebrew versions of Windows 2000/XP or higher, you must enable Hebrew support in order to handle Hebrew characters. From "start" on the lower toolbar, 1) go to "Control Panel" -> "Regional and Language Options" -> "Languages", 2) check "Install files for complex script and right-to-left languages" in "Supplemental language support" on the open window and click "Apply", then 3) go to "Details" -> "Add" on the same open window, and 4) choose "Hebrew" for "Input language" and "Hebrew" or "Hebrew Extended" for "Keyboard layout/IME". "Hebrew" is a standard Israeli keyboard for Hebrew, while in "Hebrew Extended" vowel signs are assigned keys.
You can make your own Hebrew keyboard or customize one of the existing ones with Keyboard Layout Creator. You can also copy and paste characters with BabelMap.