Windows also has some limited built-in Compose Key/Dead Key (AltGr) support, but it's baked into the Keyboard Layout and very Keyboard Layout specific with some layouts doing a better job than others and no easy ways to copy them to other layouts. (For instance, Colemak's layout on Windows provides a handful of common punctuation/symbols: https://colemak.com/Multilingual)
WinCompose does look like an interesting general option. There's also an open issue asking about adding the idea to the applicable Windows PowerToy: https://github.com/microsoft/PowerToys/issues/6976