Either use the container images available or download the binary and run it.
The binary supports the proper events and signals for using as a Windows service. Checkout kardianos/service for more information.
Example to add the executable as a service in Windows:
sc.exe create "Dell OMSA Exporter" binPath="C:\Program Files\Dell\dellhw_exporter.exe" start=auto
A Helm Chart is available at https://github.com/galexrt/dellhw_exporter/tree/main/charts/