First of all you need to install Visual Studio. In this guide I will be using Visual Studio 2022, however 2019 will work as well.
Download it here: https://visualstudio.microsoft.com/vs/preview/#download-preview
Select "Visual Studio Community" and run downloaded executable. Wait until visual studio installer gets installed. Then go to "Individual components", select "Just-In-Time debugger" and press "Install" button. You only need this component, however, if you wish, you may install any additional ones.