Tip: Although creating and attaching Block Storage to a Windows VM is pretty straightforward (OCI documentation is pretty good for that), there's one crucial step needed before you can use it - you must initialize and create a new volume from within the Windows VM's Disk Management tool (pic below).
This video from Oracle shows how https://www.youtube.com/watch?v=JKbwtXP8v9s. I prefer to use the Paravirtualized attachment type instead of iSCSI.