LibreELEC itself does not run under Windows. It has its own small Linux operating system, so it's not a simple application that you can run under Windows. You will need to install Kodi itself in Windows if you want to use it that way.
Kodi vs LibreELEC... Windows is a bulky full-blown OS that requires at least 20-30 GB these days, LibreELEC only has the bare necessities to run Kodi and runs off a 512MB partition + storage of 4GB (basically a USB stick). Windows has an internet browser, LE does not (really) IMO. Apart from, you yourself will know what you use Windows for.
Yes, I know that LE is an operating system in itself, I have been using it for a few months, I was referring to what advantages over video playback it has with respect to windows and over hardware, for example, using LE in an nvme does not increase the temperature like using windows?