Setting up Espressif the old way...

To set up Espressif in Windows, the best choice is to go for the Visual Studio Code plugin of Espressif themselves.

• Open Visual Studio Code

• Go to the Extensions tab

• Type ESP-IDF in the search bar

• Select the ESP-IDF extension

• Select 'Install': the installation procedure will start

Once the extension is installed, you should see a new item appearing on the left side of the screen where also the explorer, search window, and so on is located.  The icon looks like a fingerprint symbol (logo of Expressif).

If you click on it you will see a Commands window popping up which contains lots of items and also an Advanced secsion.  See image below.

I've also indicated the Espressif icon.