The Gateway Edge Agent runs in Docker on Windows just fine; if it were me, I would install Docker Desktop for Windows and utilize that. Then, you can use its GUI to create a container from the GEA image and mount in a volume that contains a configuration file, in which you can place the device ID, access key, etc.
If you do not wish to use Docker Desktop, you should still be able to start the container using the Windows command prompt. You are correct that the format of file paths and scripts will be different from what is published in our documentation, but if you are familiar with Windows, those differences should be apparent.
I did also find this other thread that is somewhat related (it’s about running the agent on a Windows server). You may find some useful information for your use case there.