Windows shared hosting is an alternative to the more popular Linux based servers. On windows servers the host is running Windows instead of Linux and with this comes a number of differences. For example, Windows is running a different file system than Linux and one should bear in mind that changing back and forth between the two types of servers is not straight forward. Although most people are using Windows at home, this experience doesn't translate well in the world of servers. 

Although you will hear from Windows server fans that there isn't anything you can run on a Linux server that you can't run on a Windows server, the recommendation from here is to stick with Linux. In our experience Windows doesn't provide support for scripts and software in general like Linux. Most server related software is often developed for Linux first.