Is there a way to download a setup file for macOS Sierra on Windows computer and then install later on my mac os
There is probably no legal way to download macOS Sierra on a Windows PC. Non-legal ways (it depends on your country jurisdiction) are either macOS Sierra torrents or a macOS VM transferred to your PC (which requires some type 2 hypervisor like VMware Workstation or VirtualBox) to download the Sierra installer from within the macOS VM.

But: since you own a MacBook Pro, why don't you simply take it to your workplace and download macOS Sierra there?