Hey there LordKarenShortHair,
We understand you're trying to set up your iCloud email to sync with the mail and calendar app on your Windows computer. We'll be happy to help.
To begin, we recommend double-checking the settings you're using in the mail client for iCloud. View those here: Mail server settings for iCloud email clients
Additionally, when using two-factor authentication, it may be necessary to use an app specific password with your mail and calendar client. Learn more about that here: Using app-specific passwords
Let us know how that goes or if you have any questions. Cheers!