will widows itunes support Lossless music?

Unhelpful and just speculation.

Correct answer: Your computer hardware supports lossless & Hi-Res playback. Apple needs to give us a way to stream & download lossless & Hi-Res audio and they just haven’t yet.

If your Windows/PC sound card supports it, then I imagine iTunes will also:

About lossless audio in Apple Music - Apple Support

Clearly the file downloaded from itunes are not lossless. So probably need to go back to Tidal.