The easiest way to install clients like zed on Windows is to use the winget package installer (see: https://learn.microsoft.com/en-us/windows/package-manager/winget/)
To allow for zed to be installable via winget we'd need to add a manifest here: https://github.com/microsoft/winget-pkgs/tree/master that winget references to find specific locations of installable releases (i.e. zip files for zed) and commands to unzip and install the zed cli.