Bun don't have full support for Windows yet

[yhoungdev]

After checking the bun official site I found out that it only supports sub window ( WSL )

[Bellisario]

No, currently the only way you can use on Windows it's to have WSL installed and run the linux version (it's about comparable to a virtual machine).
My problem, for example, is that I can't use WSL because I'm on Windows 7...

I just asked if and when will be available a Windows release here: #361

[chenrui333]

Windows support is on Bun's roadmap

Windows support

• The HTTP client needs a Windows implementation for the syscalls
• Bun needs test coverage for Windows filepath handling
• All of bun's dependencies need to compile on Windows
• Building JavaScriptCore needs to work on Windows and the JIT tiers need to work. I don't know what the current status of this is. WebKit's bug tracker suggests it may not have JITs enabled which will likely need some patches to fix it.