wget and curl aren't included with Windows. You have to go out and get them.
Powershell does come with Windows. If you don't know Powershell, having wget aliased to Invoke-WebRequest is hugely convenient, because it's the quickest way of getting stuff done; assuming your Linux knowledge is somewhat, sorta valid is a lot easier than reading a bunch of documentation or googling to see what the actual name of the command is (even though Powershell has pretty discoverable commands.)
Powershell does come with Windows. If you don't know Powershell, having wget aliased to Invoke-WebRequest is hugely convenient, because it's the quickest way of getting stuff done; assuming your Linux knowledge is somewhat, sorta valid is a lot easier than reading a bunch of documentation or googling to see what the actual name of the command is (even though Powershell has pretty discoverable commands.)