Add Windows, so we don't have to explain this every time someone asks

FAQ.md

@@ -11,6 +11,7 @@ _If you don't find what you're looking for, and you think it should be covered b
     - [What Zsh is not](#what-zsh-is-not)
 - [How do I...?](#how-do-i)
     - [How do I install Zsh?](#how-do-i-install-zsh)
+        -[How do I install Zsh on Windows?](#how-do-i-install-zsh-on-windows)
     - [How do I install Oh My Zsh?](#how-do-i-install-oh-my-zsh)
     - [How do I uninstall Oh My Zsh?](#how-do-i-uninstall-oh-my-zsh)
     - [How do I change my locale?](#how-do-i-change-my-locale)
@@ -75,6 +76,18 @@ The `.zshrc` file (or just `zshrc` file) is a file that zsh reads when it starts
 
 Check first that you have it installed: run `zsh`. If you really don't have it installed, please see [[Installing Zsh]] for instructions on how to install it on multiple systems.
 
+##### How do I install Zsh on Windows?
+
+You can't install Zsh directly on Windows. As a consequence, can't install Oh My Zsh either.
+
+To use Zsh on windows, you need Windows 10 2004 or 11, and one of the following:
+
+* [Cygwin](https://github.com/ohmyzsh/ohmyzsh/wiki/Installing-ZSH#cygwin)
+* [WSL](https://github.com/ohmyzsh/ohmyzsh/wiki/Installing-ZSH#ubuntu-debian--derivatives-windows-10-wsl--native-linux-kernel-with-windows-10-build-1903) (note that this requires you to first [install WSL](https://docs.microsoft.com/en-us/windows/wsl/install))
+
+If you're running earlier versions of Windows, you can't install it at all. You'll need a virtual machine, or a proper Linux install.
+
+
 #### How do I install Oh My Zsh?
 
 Please follow the project's README instructions for a [basic installation](https://github.com/ohmyzsh/ohmyzsh#basic-installation), or the [advanced instructions](https://github.com/ohmyzsh/ohmyzsh#advanced-installation) if you need to automate the installation or change some of the settings of the installer.