To add some details on how to run the download scripts on Windows.
One way of doing this is to use the Windows Linux Subsystem. With this, you could install a small Linux system on top of Windows.
For details see https://docs.microsoft.com/en-us/windows/wsl/install-win10
I would recommend installing Ubuntu 18.04 LTS from the Microsoft Store.
After installation, it can be launched like a regular app.