That’s my understanding as well - there’s no Windows support. I for one would be hesitant to try it under WSL (even though I’m a fan). That would also obviate one of Borg’s coolest features: mountable snapshots via FUSE. (WSL2 may fix that though.)
But lack of Windows support is fine with me. I use mostly Linux anyway, with NAS and DAS storage. And when I do use Windows, I still use Linux for storage. …Because there’s no viable Windows filesystem that provides full file and metadata checksumming, “free” COW snapshots, transparent inline compression, the benefits of a full-stack tool, and the possibility of hardlink-free deduplication. (All of which ZFS and Btrfs provide. Of which I have 7 and 18 TiB arrays, respectively, which are all I care about backing up.)
I do have a macbook, which borg also runs on, but no need for it.