Are you using WSL2 or 1? 1 has had problems with speed due to windows antivirus. WSL2 is virtualized and much faster.
Windows is plenty fast these days, but if you want it to be fast you have to do things the windows way -- conemu, powershell, chocolatey, etc. You can and should also use emacs and vim natively on windows (not via WSL). I use gvim on windows and it works well with these Microsoft tools. I can even send text from vim to conemu as a means of using a REPL. I just set up a python shell or clojure shell on conemu and I'm good to go.
TBH the "Windows" way would be to use the Microsoft Store. Chocolatey/scoop is just a Linux way of installing software, ported to Windows. Even conemu is a Linux way of managing terminals; the Windows way would be to use GUI all the way.