For the windows, execute the same steps from 1 to 3 from On Linux section and then follow the below steps.
Create mysql-keyring-okv folder in following location C:\Program Files\MySQL\MySQL Server 8.0\mysql-keyring-okv folder and allow following permission to the folder.
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After creating the mysql-keyring-okv folder in C:\Program Files\MySQL\MySQL Server 8.0\mysql-keyring-okv right-click, then Properties -> Security, then Edit -> Add etc.
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Once the user is added check "Modify" in addition to Read & execute, List folder contents, Read and Write.
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Also, Grant modify access to MySQL folder inside Program Files and restart the MySQL services.
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Save the CA, which was downloaded in step 3, as CA.pem on C:\Program Files\MySQL\MySQL Server 8.0\mysql-keyring-okv\ssl location.