OCaml actually runs natively on Windows, it's just that for development some Unix-like environment is needed, because many packages have a habit of accidentally pulling in and using convenient Unix-isms like bash and grep. Nowadays WSL is used by many, and it works great.

But the toolchain can produce applications that run on Windows without any special support, and people have been shipping OCaml apps on Windows for a long time. E.g. the Unison file sync utility, the MLDonkey file share program.