I love ML based languages, but it's definitely hard to get excited about new features when even just installing ocaml on windows starts with reading a chart of what tradeoffs you're going to have to make.
Unfortunately, it has the same problem, but for Linux instead; dot net core is not the same as dot net.
Now there is https://fdopen.github.io/opam-repository-mingw/installation/
Basically you just need Cygwin and you are good. It worked for me when I last tried it.
With a caveat. If you depend on some cygwin libs for your ocaml program you need them on the other machine too.
Maybe you can copy them over as well. Or not. Not a win dev, sorry.