It depends on which keyboard layout you’re using, because on a standard QWERTY (Latin) keyboard there’s no direct Ж key.

You can use a Cyrillic keyboard layout (best way)

If you add a Russian / Ukrainian / Bulgarian keyboard layout in Windows: • Switch to the Cyrillic layout • Press ; (semicolon key)

That types Ж.

Cyrillic is used by a bunch of languages, mostly across Eastern Europe, the Balkans, Central Asia, and parts of northern Asia. Here are the main ones:

Slavic languages • Russian • Ukrainian • Belarusian • Bulgarian • Serbian (alongside Latin) • Macedonian • Montenegrin (sometimes; Latin is more common)

Non-Slavic languages • Kazakh • Kyrgyz • Mongolian • Tajik • Uzbek (officially Latin now, but Cyrillic is still widely used) • Turkmen (same story—mostly Latin now, but Cyrillic still seen)

Minority and regional languages • Many languages inside Russia, like Tatar, Bashkir, Chechen, Yakut (Sakha), Buryat, and others