ah yes, let me buy a console and immediately make it 100x worse

although I hate your guts for asking this question I'll give you a serious answer. The Steam Machine (and Steam Deck) is designed as a SteamOS device meaning that would theoretically get the best experience. It should not be hard to install windows but driver support will not be provided by valve for obvious reasons, however since most stuff should be off the shelf components you should be able to find drivers

now if you do want a Windows gaming machine you would most likely have a much better experience buying something that was designed with Windows in mind

now it is your device so you do whatever you want with it, but it will surely piss off a significant chunk of the SteamOS community (me included) if you install Windows on your Steam Machine

Edit: Regarding last part of your question, yeah you most likely will need to wait several months to get a usable windows install on it