The best way to run horizon is using supervisor. Supervisor is a tool that keeps your processes a life. So whenever an error occurs while running horizon, supervisor will restart the same process for you. This way you can always make sure that horizon keeps running.
In general horizon doesn't run natively on windows because of how it's build. They are also not going to build in support for it, because you will almost always run horizon on a linux server. So you can either install Homestead, the virtual machine from Laravel.
An alternative is installing Laragon for windows, this way you have access to everything you need. For horizon specifically: https://forum.laragon.org/topic/594/tutorial-how-to-install-laravel-5-5-dev-develop-laravel-horizon