Batocera is an operating system, not an application. So something like “start Batocera from Windows” is not possible. If you want something like that, I would recommend checking out Retrobat: https://www.retrobat.org/
If you want further help with getting Batocera to boot on your PC, check out the installation page: https://wiki.batocera.org/install_batocera#bios_settings_if_batocera_fails_to_boot
Typically, this boils down to the BIOS being too secure, so turning off settings like secure boot or “Windows only boot” will suffice for most situations. On my motherboard, Batocera boots without having to adjust any settings, it’s really down to the individual motherboard.