Checking your controller on Windows is as easy as making sure that MIDI messages are received. When plugged in, you controller should immediately be detected by your PC and listed in every MIDI applications and DAWs.
Remember that Windows allows only 1 connection at a time between a USB-MIDI device and an application. Make sure that only 1 MIDI application is open at a time.
You can monitor the MIDI messages from the controller using either:
the control panel page in Chrome: https://sound-force.nl/SFC_Mini_V4_Control_Panel/
On the bottom left pane of the control panel, you can find the MIDI monitor section. More information about the control panel in this section.
MIDI view (https://hautetechnique.com/midi/midiview/)
If you’d like to verify that your controller is detected by your PC, open the device manager as follows:
This is what you should see in your device manager:

In case of driver issues, Windows will display a yellow icon with an exclamation mark next to the name of the controller. Here is an example of drivers either that are not correctly installed: