Using Windows operation systems as a web server OS is not so poplular.
But there's even special windows web-server called IIS, it is used on less than 15 % of web servers, but apache and nginx web servers can be used on Windows systems too.
Besides, there're ASP and ASP.NET technologies for web-development in Windows.
As we suppose, you only need Windows-based web server if using such windows-specific technologies.
Windows-hosting is usually provided for higher prices than Linux-hosting. Many VPS provides does not allow you to install Windows on the cheapes hosts.