Windows has a slightly better concept: Structured Exceptions (https://learn.microsoft.com/en-us/windows/win32/debug/struct...). It is a universal concept to handle all sorts of unexpected situations like divide by zero, illegal instructions, bad memory accesses... For console actions like Ctrl+C it has a separate API which automatically creates a thread for the process to call the handler: https://learn.microsoft.com/en-us/windows/console/handlerrou... . And of course Windows GUI apps receive the Window close events as Win32 messages.

Normal windows apps doesn't have a full POSIX subsystem running under them. The libc signal() call is a wrapper around structured exceptions. It is limited to only a couple well-known signals. MSVCRT does a bunch of stuff to provide a emulation for Unix-style C programs: https://learn.microsoft.com/en-us/cpp/c-runtime-library/refe...

In contrast to Unix signals, structured exceptions can give you quite a bit more information about what exactly happened like the process state, register context etc. You can set the handler to be called before or after the OS stack unwinding happens.