I know it's late but I suppose for open source traditional BI tools one might answer something like Pentaho, JasperReports, Actuate/BIRT. Note those are all Java for reasons of being cross platform, so again not native to Windows.

There are a slew of other open source BI related tools people run on Windows, such as Talend for ETL or things like R or Octave for data science.

Windows desktop proprietary BI tools - Tableau is super popular as one example of a handful.