I am using Unreal Engine 4.25.3 on Windows operating system. After installation when I checked Installation options and in the in target platform section I found Android, iOS, Linux and other but didn’t found windows.
http://https://answers.unrealengine.com/storage/temp/319540-2020-10-22.png
I have just started using unreal engine so I really don’t know if my current system is already included as default or not.