1. Windows 10 supports Subsystem for Linux.
2. psql has some issues with non-English locales under Windows, see Notes for Windows Users.

So I installed WSL, then choose Ubuntu, started Bash and executed:

pasha_golub@PASHA:~$ sudo apt install postgresql-client

Cool. Now I have native Linux psql and, of course, I want to try Pavel Stehule’s Postgres pager!