In the past you could easily use Ada or anything else from Linux under Cygwin.

Nowadays, you should be able to use anything from Linux under WSL.

In the past using Ada was more painful, because you had to use some old version of gcc, which could clash with the modern gcc used for C/C++/Fortran etc.

However, during the last few years these problems have disappeared. If you build any current gcc version, you must just choose the option of having ada among the available languages and all will work smoothly.