Dear Kathy,
Thank you for your interest in (ngs)xfem. ngsxfem is an add-on package on top of NGSolve that needs to be installed additionally. Sadly, we don't have a Windows user in the development team so that we don't have a Windows release at the moment. You would need to configure and compile ngsxfem on your own on windows or use a Linux subsystem to run ngsxfem (on the subsystem installation should be straight forward). Last time it has been compiled on Windows was in Vienna

, but that is some time ago.
Best,
Christoph