From a quick look at the project website, it seemed to me that they don't have any version for Windows. Or am I mistaken?
Yes, it is compiled in Linux. So, get yourself a WSL if your machine runs on Windows:
https://learn.microsoft.com/en-us/windows/wsl/install. I don't believe there's any way to run that software in Windows elsewhere, probably only with lightning Electrum?
A Lightning node is a hot wallet. I don't think it's the wisest decission to run it on Windows, a platform that is likely the main target for all sorts of malware, mainly due to its large user base and market share.
Linux is pretty much everywhere nowadays, so that isn't the reason. Windows are just known to
suffer from more vulnerabilities than Linux, probably because they are closed-source since their launch.