All the photos that are taken in a burst sequence share a "BurstUUID" in their EXIF data. This is how applications know they are related.
For example I just took a burst of images, installed exiftool and ran exiftool -BurstUUID *.JPG
against the directory with the burst images. This is the output.
======== IMG_0076.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0077.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0078.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0079.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0080.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0081.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0082.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0083.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0084.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0085.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
======== IMG_0086.JPG
Burst UUID : 65A7DF0A-1F09-4600-917B-9572A16AD016
11 image files read
For another application on Windows (or any other platform) to recognise and show these images as a group it will need to be rewritten to recognise this new EXIF tag.