How to get a packet capture on a Windows Machine that does not have Message Analyser, Network Monitor, or Wireshark installed on it:
netsh trace start capture=yes Ethernet.Type=IPv4 IPv4.DestinationAddress=<local ip address>
This will create a trace file nettrace.etl by default.
ETL files can be read with Network Monitor 3.4 (My favorite for its simplicity, and the fact that I have been using it so long), Event Viewer, PerfView, and the most comprehensive application: Windows Performance Analyzer.