Don't know how compressed memory works for in Windows, but on macOS its role is equivalent to swapping. No memory is compressed unless pages are evicted due to not being used. If memory compression wasn't present then it'd been swapped to disk.
† Unless the underlying block device backing the swap device or file does transparent compression, in which case it gets decompressed by zswap then compressed by whatever (e.g LVM compression).
It's the same in Windows.
You can't enable memory compression in Windows unless a page file is present (have not used Windows in 10 years, but that's what I gathered from researching the topic)