Just last week I wanted to add some VST Effects to my microphone input on Windows like I do on my Mac. Basically just an EQ and Compressor. With SoundSource this is - as you said - pretty easy. On Windows I've tried Virtual Audio Cable and was initially confused by the Banana and Potato version. Also it required a separate VST Host, something that SoundSource has implemented. In the end my setup worked by using Virtual Audio Cable, routed my microphone into FL Studio into my effect chain and then from FL Studio back into the system so each application gets the microphone with effects. I also tried Minihost Modular as a VST Host but that does not support VST3 and in the end I just gave up because sometimes it was far too complicated