It depends.  If you are running some pirated version of Windows it might come with a keylogger.

If you must use Windows you should take some extra security steps.

When you get a new dedicated PC for your cryptos.  The first thing you should do is buy a genuine version of OS, format your disks and install OS yourself.

Then buy and install VMWare and install the OS you prefer.  Be careful only to use the original iso files from trusted sources, like Microsoft.

Only run bitcoin core wallet in VMWare and keep blockchain and wallet on the USB media accessible only from the VMWare.

Never use this VMWare OS image for anything else.  If you do, start the process again, and move your coins to a new clean, encrypted wallet.

Only use wallet online when sending coins from a clean environment.  Otherwise, use dummy wallets to update the blockchain.

Create a separate VMWare OS image to access online crypto accounts.