Microsoft Windows 10 includes the "Windows Subsystem for Linux", which allows users to install Ubuntu Linux and to install and run Macaulay 2 under it. See Macaulay2 for 'Linux subsystem for Windows', with GUI for details. See also, for a discussion.

For older versions of Microsoft Windows, one may try to install Macaulay2 by installing "Cygwin" first (see the link below), but because of a bug in Cygwin's "ld" program, the most recent version of Macaulay2 available is old: 1.6.