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Yes it can be used on w64, however there are differences in terms of the libraries needed for linking: kdb/w64 at master KxSystems/kdb (github.com)
This repo: kxcontrib/capi (github.com) only supports Linux based environments. You could fork it and add Windows support yourself, or a more straight forward solution would be to setup WSL2 with a *nix distribution (such as Ubuntu), and use that environment for your local development – works with VS Code.