You can use https://github.com/alols/xcape or https://github.com/hanschen/ksuperkey for that.

The windows key is a modifier like shift, alt or ctrl and hence at first it seems like a really, really bad idea to use it a shortcut by itself. The above programs hence implement the same behind-the-scences workarounds other desktop environments and windows use: treat pressing and releasing win alone as special.

You can of course also use this for other keys, for example

caps alone-> Esc

caps+c -> ctrl+c

Alternatively, I win+space instead of just win also is quite natural shortcut.