At the base level, Windows supports GPU natively. There’s no GPU support in WSL (bash). Some software isn’t fully compatible such as pickle (PIL). pickle is used in some fastai notebooks. fastai is aware of the issue. pytorch 1.0 and tensorflow are officially supported on Windows.
For more info: Pytorch v1.0 stable is now working on Windows but fastai v1 needs some tweaks to get it work on Windows