[doc] clarify windows support (#19088)

Signed-off-by: youkaichao <youkaichao@gmail.com>

Author: youkaichao

docs/getting_started/installation/gpu.md

@@ -19,6 +19,9 @@ vLLM is a Python library that supports the following GPU variants. Select your G
 - OS: Linux
 - Python: 3.9 -- 3.12
 
+!!! note
+    vLLM does not support Windows natively. To run vLLM on Windows, you can use the Windows Subsystem for Linux (WSL) with a compatible Linux distribution, or use some community-maintained forks, e.g. [https://github.com/SystemPanic/vllm-windows](https://github.com/SystemPanic/vllm-windows).
+
 === "NVIDIA CUDA"
 
     --8<-- "docs/getting_started/installation/gpu/cuda.inc.md:requirements"