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 Google Chrome: https://sound-force.nl/SFC_OB_Control_Panel/index.html
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:
Here is an example of what you should see in your device manager (for the SFC-OB):

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: