Copy‑and‑paste it out of this article:
http://en.m.wikipedia.org/wiki/Degree_symbol
Or just copy‑and‑paste this: °
There is a small program called "character map" that should be nestled somewhere in with all your Microsoft Windows utilities. It should be able to produce the symbol as well.
Although according to that Wikipedia article, there are similar‑looking symbols that are
not degree symbols. Copy‑and‑pasting from the Wikipedia article should give you the proper character. If you use character map, you might choose something that looks right but is the wrong character. Although if the character looks right, perhaps it doesn't matter if it is technically the wrong character.
EDIT: I just looked at character map on my computer, and if you pay attention it labels each character as you hover the mouse pointer over it, so you can tell which one is the proper degree symbol.
Personally though, unless there was some need to use the Windows software (like trying to familiarize yourself with using it), I'd just copy‑and‑paste it out of the Wikipedia article. It's quick and easy.
I just copy‑and‑pasted the non‑breaking hyphen out of this article to prevent the phrase "copy‑and‑paste" in the above line from being broken apart:
http://en.m.wikipedia.org/wiki/Hyphen#Nonbreaking_hyphens