Windows and macOS each have a built-in screen reader with a standard keyboard shortcut to turn it on. On Windows 10 version 1703 and later, you can turn on Narrator with Control+Windows+Enter. On macOS, you can turn on VoiceOver with Command+F5.

I think it's fair to say that most blind Windows users still use a third-party Windows screen reader. But at least they can use Narrator to get through the setup process and install their preferred screen reader.