Earlier quoted context omitted.
Growing up I heard horror stories of people pirating versions of Windows, Office, etc that had backdoors installed. If you download pirated software there isn't a real way to know for 100% certainty that it isn't laced with something . So I avoid it like the plague. Even if the majority don't have anything it only takes the one and then, depending on its level of sophistication, you're screwed.
Pirating Windows is pretty stupid these days. You can download the official MS ISO from their website, and buy a real key from some subreddits for like $20. The keys they sell are those bulk keys large companies get, their IT dep guy wants to make some extra coin on the side. But they work.
What is the legality of that? The IT-guy is probably violating his corporation's license with Microsoft, but does that affect you as buyer? I suspect that you may run afoul of anti-fencing laws in a lot of jurisdictions (where buying goods you can reasonably suspect are fenced is illegal as well).