If you've ever popped a box on HackTheBox, TryHackMe, or OffSec Proving Grounds, you know the drill. Initial access between Linux and Windows isn't that different. Scan, fuzz, find a CVE ("Heey there's an exploit.py"), get a shell.
Not that much different between the OS. It gets interesting with privesc. On Linux you've got your SUID bits, writable cron jobs, sudo -l... it's almost cozy. Windows?