Using WSL2 and installing Clojure inside Linux under WSL2 is probably ideal. If you learn to do it that way, it also means indirectly you're learning how to develop on Mac, Linux and Windows all at the same time, since the workflows will be the same between all three.
Alternatively, if you really don't want to go the WSL2 route, I recommend using https://github.com/borkdude/deps.clj
You can install it by running:
> PowerShell -Command "iwr -useb https://raw.githubusercontent.com/borkdude/deps.clj/master/install.ps1 | iex"
Then to use Clojure just type:
Just keep in mind every time you'll see in a guide or tutorial to use at the command line either
clojure in this case you have to substitute it for