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You might have been joking, or you might have been serious. If you were joking, my reply is for the benefit of readers other than yourself.

Aside from the obvious risks of downloading and immediately executing internet code, which are indeed risks but of course we all accept them on a regular basis...

... and aside from the mildly more subtle risks that the HTTP server is doing something sinister, e.g. with browser-agent, and so you're not getting the code you think you're getting...

... even aside from these issues, curl-and-pipe-to-sh is dangerous because of its failure modes.

https://www.seancassidy.me/dont-pipe-to-your-shell.html

I was sarcastic, thanks for that great link!

You're joking, but of course there is such an equivalent. See instructions on https://chocolatey.org/ for an example.

There's no curl in default Windows installation, but "bitsadmin.exe /transfer" can do pretty much the same, and the shell (cmd.exe) has been around since Windows 95. So, actually, yes, but unfortunately without a pipe.