On Linux, when you have cPython installed you can simply import curses, but that is not the case on Windows.
I only found this:
The Windows version of Python doesn’t include the curses module.
What is the reason for this inconsistency?
Python module is only wrapper around system library for unix-like systems - curses. There is a port for Windows - PDCurses, but user need to install it separately and it is not solid as original library.
You can try to use one of libraries like zephyrproject-rtos / windows-curses