Download and install p4merge from chocolatey
cinst p4merge
Setup p4merge as git's diff and merge tool. To do this, edit your .gitconfig under c:\users\[yourusername] and add the following lines:
[merge]
tool = p4merge
[mergetool "p4merge"]
cmd = p4merge "$BASE" "$LOCAL" "$REMOTE" "$MERGED"
trustExitCode = false
[diff]
external = p4mergeDiff.bat
[push]
default = simple
Create a p4mergeDiff bat file to handle diff which only requires 2 arguments, old and new files. Put this file in your p4merge install folder: C:\Program Files\Perforce\p4mergeDiff.bat
p4merge "%2" "%5"
Now restart your powershell to ensure that all of the paths are available and do a git diff. Each changed file will open in sequence as you close the previous one.
For reference and instructions on linux, check the official documentation at : http://git-scm.com/book/en/v2/Customizing-Git-Git-Configuration