Hi, Can I install worker on a Windows machine as well? or worker can be installed on Linux OS only?

Workers should be able to run on Windows machines. I'm speaking from experience here; I did some of the dev work for the Azure Container Instances worker in a Windows machine and I had to run the worker many times as part of that. Offhand I can't think of a reason any of the workers wouldn't work on Windows. A current member of the Prefect team might be able to provide more info in case things have changed recently, but from what I can see workers on Windows should be fine.

Yep, workers should work on Windows as well as Linux and MacOS. If you run into issues when running a worker on Windows, please open an issue so we can address it!