In Windows, specifically using |, the pipe is anonymous[0]. Named pipes can be created, but named pipes (fifos) on Windows are substantially different from those on unix. Named pipes are not relevant to the pipes my reference above introduces in Windows 95's DOS system.

[0] - https://en.wikipedia.org/wiki/Anonymous_pipe

[1] - https://en.wikipedia.org/wiki/Named_pipe

Windows NT was not a version of MS-DOS at all. This is why it had true pipes, of course. Their semantics largely came from OS/2, not from Unix.