Thank you for the bug report! Yes, this extension can be used with Windows. The majority of version managers do not support Windows unfortunately (I'm not 100% sure what's the situation with rbenv, but I was under the impression it doesn't support it).

I'm not a Windows user, but it seems that the common way to install Ruby on Windows is RubyInstaller, which we do support activation for.

Do you already have Ruby installed in your machine?

Yes I have ruby installed with the RubyInstaller for windows.
https://rubyinstaller.org/

these are the settings.
"[ruby]": { "editor.defaultFormatter": "Shopify.ruby-lsp", "editor.formatOnSave": true, "editor.formatOnType": true, "editor.tabSize": 2, "editor.insertSpaces": true, "files.trimTrailingWhitespace": true, "files.insertFinalNewline": true, "files.trimFinalNewlines": true, "editor.semanticHighlighting.enabled": true, "editor.rulers": [ 120 ] }, "rubyLsp.rubyVersionManager": { "identifier": "rubyInstaller" },

It asks me about a .ruby-version file.

I understand that you could create a version file with rbenv
... but this is not applicable then I guess.

The Ruby LSP can found the Ruby installation automatically, but it needs some way to know which Ruby version should be used for the project. If you don't have/don't want to add a .ruby-version file, then this PR #1967 will allow configuring a Ruby installation manually.