Arduino IDE is available in the Microsoft store. It seems to support the ESP32 out of the box after the driver is installed.
Setup Arduino IDE: [Steps to install Arduino ESP32 support on Windows]
cd "%USERPROFILE%\Documents\Arduino\libraries"
git clone https://github.com/espressif/arduino-esp32.git hardware/espressif/esp32
cd hardware/espressif/esp32
git submodule update --init --recursive
cd tools
get.exe
Driver: [cp2102 usb to uart bridge controller driver for Arduino]
[Arduino Websockets Library] – Sketch -> Include Library -> Add .Zip Library…. [Github]
(ESP32)
Set Board to ESP32 Dev Module to compile: examples\esp32\WebSocketClient\WebSocketClient.ino
(ESP8266)
Set Board to ESP8266 Generic Arduino to compile: examples\esp8266\WebSocketClient\WebSocketClient.ino
Make sure the Board Manager is up to date for the ESP8266.