Can we connect the imac with windows CPU

Welcome!

Please carefully read the very restrictive hardware and OS requirements for Apple now-deprecated Target Display Mode TDM) in this Apple tech article:

Use your iMac as a display with target display mode - Apple Support

Apple never supported the use of TDM with non-Apple devices.

TDM's deprecation started in late 2014 when Apple withdrew those capabilities from all iMac made after the Mid 2014 model.

Apple threw the final shovel of dirt in TDM's face in early 2020 when they removed the ability to use even a TDM-capable iMac from all Apple computers made after 2019.

No. You cannot use the iMac as a monitor for another computer.

The folder with a question mark indicates trouble with the startup disk. It may or may not be fixable. Have you taken the iMac to be serviced?

What year is that iMac?

Please remember a Mac is a computer, it is NOT an external display for other devices. If your PC needs an additional display, please get one.