If you want to run Windows on a Steam Deck, it's now entirely possible to make it happen, as the drivers needed have officially dropped, as announced by Valve. While it's possible, there are some hoops you'll need to jump through.
Valve released the drivers that'll make it so you can use Bluetooth, Wi-Fi, and graphics with Windows, making it so the hardware will actually function correctly. This is great if you're not happy with SteamOS 3, which is the OS installed on the device. However, Valve is still working on proper audio drivers, so you'll have to use Bluetooth or USB-C audio for now.
However, there are some pretty significant drawbacks to installing Windows on Steam Deck. While Valve released the devices, the company said it is "providing these resources as is and are unfortunately unable to offer 'Windows on Deck' support." Essentially, if something gets messed up, you're on your own.
Additionally, you can only install Windows 10 for the time being. Valve said, "Windows 11 requires a new BIOS that is currently in the pipe (which provides fTPM support) and will be shipping soon." That means you'll be able to run Windows 11 on Steam Deck eventually, but if you can't wait to get Windows going, it's going to be Windows 10.
Finally, dual booting isn't ready yet, so you'll have to have only Windows running. This will change eventually, but be aware that installing Windows means removing the default Steam Deck OS.
Valve did post a helpful page that'll help you migrate back to the default Steam Deck OS if things go sideways.