A few days ago I posted on how to setup a Raspberry Pi Zero W as a WiFi dongle for some long-term Linux compatibility, which you can read here if you would like. Now, one of the things that I liked about this little guy is that it should have Mac and Windows compatibility; however, Windows never wants to play nicely with others, so of course I had some issues and I thought I would make another post to address that as well as give a few pointers on the dongle itself while we're here.
Note: it's not really recognized as a wireless anything, it's more properly an Ethernet device. We do want to be correct, after all.

Making Windows recognize your adapter:

When I (finally, it only took the better part of a week) booted up Windows, I kinda expected to see that I was connected to the internet because it had been working so well on the Linux side of things. This was not the case. After some searching, I came across the problem: Windows thinks it's a serial device on the COM port. No problem, I can just tell it that's wrong, right? No. Maybe you can and maybe not but when I tried it was unable to find drivers. My system is a tad out of date, having only just regained internet connectivity and keeping the desktop in the closet where it was collecting dust for the last year will do that. So, if you have any issues like I did, this should help you out (I hope).

Here is what I did and what you can do to make this swell system treat you like an adult and listen to you:

Right-click on the start menu and go to Device Manager. From there you should see all of the various things you have connected to your computer. Near the bottom you should see Ports (COM & LPT), click to expand that and you should see a generic COM device, or something similar that you don't recognize. Give that baby a right-click and select the Update Driver Software option. Click Browse my computer then Pick from a list, uncheck the box that says "Show compatible hardware," then go Network Adapters>Microsoft>NDIS compatible device and you should be good.
Did that work for you? Yeah, it didn't work for me either. So, if that's the case, what you want to do is actually simple. Download the driver from here, select the second download option, unzip it and extract to a folder you can find easily, such as on the Desktop in a folder named NDIS. Repeat the above steps until you get to where you can pick from a list. Instead, select the folder you extracted the files to and hit OK. One of two things should happen, it should work, or give you an error and a little orange triangle on the device (which should now be found under Network Hardware in the Device manager). If the latter happens, just right-click again and go through the steps to select from a list and this time keep the box checked and install the driver again from there. I had both experiences, I had to reinstall the first time and then I found that Windows itself was not working properly so I ran a factory restore (keeping my files) and then it just worked with the driver the first time. In both cases, however, I got internet connectivity after a quick reboot.
Hopefully if you have had any issues this will resolve them. Dual booting can get weird sometimes