Have a look at these topics for opam on Windows setup instructions.
- [pre-ANN] Installing Windows OCaml 5.0.0 in opam
- Sunsetting opam-repository-mingw
The experience is a bit rough right now. This PR Create GH Actions for testing Windows support. by tmcgilchrist · Pull Request #40 · dialohq/ocaml-grpc · GitHub is my latest on getting OCaml 5 mingw working on Windows 10.