Malware has been one of the most damaging threats to computers that span across multiple operating systems and various file formats. To defend against ever-increasing and ever-evolving malware, tremendous efforts have been made to propose a variety of malware detection that attempt to effectively and efficiently detect malware so as to mitigate possible damages as early as possible. Recent studies have shown that, on the one hand, existing ML and DL techniques enable superior solutions in detecting newly emerging and previously unseen malware. However, on the other hand, ML and DL models are inherently vulnerable to adversarial attacks in the form of adversarial examples. In this paper, we focus on malware with the file format of portable executable (PE) in the family of Windows operating systems, namely Windows PE malware, as a representative case to study the adversarial attack methods in such adversarial settings. To be specific, we start by first outlining the general learning framework of Windows PE malware detection based on ML/DL and subsequently highlighting three unique challenges of performing adversarial attacks in the context of Windows PE malware. Then, we conduct a comprehensive and systematic review to categorize the state-of-the-art adversarial attacks against PE malware detection, as well as corresponding defenses to increase the robustness of Windows PE malware detection. Finally, we conclude the paper by first presenting other related attacks against Windows PE malware detection beyond the adversarial attacks and then shedding light on future research directions and opportunities. In addition, a curated resource list of adversarial attacks and defenses for Windows PE malware detection is also available at https://github.com/ryderling/adversarial-attacks-and-defenses-for-windows-pe-malware-detection.