The OS provided memory allocators - HeapAlloc, its wrappers GlobalAlloc and LocalAlloc (remainders of 16bit era), VirtualAlloc (page granularity, can be compared to MAP_ANONYMOUS with mmap(), and CoTaskMemAlloc which can be shared across COM processes + their respective "free" functions. malloc() is explicitly called out in documentation as "runtime dependant".
Similarly other OSes used to have memory allocation services that weren't linked in any way to a language runtime - VMS has several calls, all language independent, ranging from low-level equivalents of mmap() to malloc-alternative.
And yes, a big chunk of Windows portability is that various APIs use those language-independent calls internally, and so can developer in order to avoid creating issues - and documentation promotes those language independent methods.
At no point you get into situation with Windows API that you call free() on memory allocated by malloc() from a different libc.
In comparison, the available language-independent APIs without using any special libraries on Linux, are to directly call mmap() and sbrk() through inline assembly (beware the glibc wrappers!).