Hello,
You have done what is needed to add a Windows computer to the list of devices that you are signed in on. Are you just looking in your Trusted Devices area? If so, a Windows computer cannot be a trusted device. The first link below is about the devices you are signed in on list.
Check your Apple ID device list to find where you're signed in - Apple Support
"Add a device to the list
To add a device to the list, you need to sign in with your Apple ID. After you sign in on a device with your Apple ID, that device appears in the list. Here's where you need to sign in:
- For iOS or iPadOS, sign in to iCloud, iMessage, FaceTime, iTunes & App Stores, or Game Center on the device. You can also see your paired Apple Watch.
- For macOS or Windows 10 and later, sign in to iCloud on the device.
- For Apple TV HD and later, sign in to the iTunes and App Store on the device.
- For Apple TV (3rd generation) and earlier, sign in to the iTunes Store on the device."
Add or remove trusted devices on Mac - Apple Support
"Add or remove trusted devices on Mac
A trusted device is a Mac, iPhone, iPad, iPod touch, or Apple Watch that you’ve already signed in to using two-factor authentication. When you sign in on a different device or browser, your device displays a code that you can use to verify your identity."
If you are looking in the first area, where it should be listed, I would recommend signing out of your iCloud, shutting down the computer, then start it back up and sign into iCloud for Windows again. If it still is not included in the list you may want to consider checking with an Apple Support Specialist about the issue.
I hope this helps.