JDKs are just a directory tree. Not sure what you mean on Windows, you simply unpack the JDKs to whatever directories you want, and set PATH and/or JAVA_HOME according to which you want to use, and/or switch them in your IDE.
The advantage of using a package manager like scoop or chocolatey is that you have a unified interface to manage multiple versions of JDK, and you can switch the default version system-wide on the fly, regardless of your IDE:
You can do that manually but it's tedious if you want to use multiple JDKs. Assuming you want to test two apps outside of an IDE, one only supports Java 8 API, and the other supports Java 21 API, you don't want to edit JAVA_HOME every time you switch back and forth between the two apps.
With scoop you can just launch the terminal and run `scoop reset [java-version]`