Python itself works fine on Windows, and it's certainly possible to run a Python website on a Windows server - either with Apache or IIS or for a small personal website, there's a simple HTTP server included in the standard library.

However, it's rather more common to run Python websites on Linux servers, so if you're not used to setting up servers, it'll be easier to find information on that. You can easily set up a Linux virtual machine on your computer, or you can rent Linux webservers.