I wouldn't use windows as a way to set-up a LAMP environment. use linux. Debian or Ubunto are two solid choices.
It would be quite easy to get a working environment running phalcon.
On a fresh installation install the following mariaDB apache2 or nginx php
The following tutorial will guide you with installing a LAMP set-up https://www.digitalocean.com/community/tutorials/how-to-install-linux-apache-mariadb-php-lamp-stack-on-debian-10
if that is running you can install phalcon
sudo apt-get install php7.4-phalcon4
Wait a few moments and once ready create an index.php file with <?php phpInfo() ?> in it in the root of your site and open the site in a browser. Then scrolldown to find phalcon among the installed php extensions to see what version you are running. Should be version 4.x
After that you are set to use phalcon.
You can also use vagrant with virtualbox, if you are familair with that, to create a vps on your windows system that you can user as a development/test server.