To install in Windows please follow these three steps:
This guide assumes you are performing the installation by using the Administrator user
Notice for use of OpenJDK
If you opt for using OpenJDK instead of the official Oracle JDK, please download the installer here: https://adoptopenjdk.net
Choose the latest LTS release and download the .msi file.
By default Windows will not allow you to install a .msi file so you should temporary disable the SmartScreen.
To do so open the Windows Defender Security Center go to Windows Security > Apps & browser control
Here turn off all the blocks(you could activate them again after the installation), and then install the .msi.