How to change the Write Ahead Log directory on Windows
From the docs


  WAL logs are stored in the directory pg_wal under the data directory, as a set of segment files [...]


The docs go on to day,


  It is advantageous if the log is located on a different disk from the main database files. This can be achieved by moving the pg_wal directory to another location (while the server is shut down, of course) and creating a symbolic link from the original location in the main data directory to the new location.


So your options are simple on Windows


NTFS Symbolic Link, or ReFS symbolic links.
Change the data_directory