goal is not part of the SDK. It is part of the Algorand software.
On Windows, you have two options:
- Use Sanbox and run the commands inside the sandbox (solution mentioned by @tsachi above). To communicate between the sandbox and Windows 10, see Is possible to compile a smart contract (teal program) using docker sandbox? Or i need to run a node?
- Install the Algorand software in Windows Subsystem (WSL) for Linux - Ubuntu 20.04. Follow https://docs.microsoft.com/en-us/windows/wsl/install-win10 to install Ubuntu 20.04 and WSL. Then you can install the Algorand software following the instructions for any Debian/Ubuntu machine: https://developer.algorand.org/docs/run-a-node/setup/install/#installing-with-debian