If you want to create and run PostgreSQL on your Windows machine, you need two pieces of software. The first one is PostgreSQL and the second one is pgAdmin. 

pgAdmin is an editor, that helps you to open your PostgreSQL Database, create, edit tables or delete tables with SQL commands.

You can download PostgreSQL  with PGAdmin from the official website (it contains pgAdmin as an add-on tool) or  separately download pgAdmin software from its official site.

Note: PostgreSQL should automatically start after you install the software. 

Open the pgAdmin 4 app. Then click the arrow located left side of the servers.

Enter the password you entered when you install the PostgreSQL software. Then create the database.