On your Windows Server, which web server software are you going to use (IIS, Apache etc)?
Is the windows server going to serve the exact same website and if so is it live or are you still just setting it up? If your DNS doesn't yet point to that server then http validation isn't going to work.
If planning to use IIS then I would suggest that you just use https://certifytheweb.com, which I happen to develop (other tools are available, this one is optimized for windows/IIS). In the app click New Certificate, select your IIS site, check the expected domains are listed for inclusion on the cert, click request certificate. This will only work if your domain DNS is pointing to the windows server, otherwise you need to use DNS validation (which creates a TXT record in your DNS for validation).