SUMMARY
Adding new actions to Dolphin context menu is possible in Microsoft Windows. But it shows a permission error with the message "You are not authorized to execute this file".

STEPS TO REPRODUCE
1.  Download the last portable version of Dolphin for Windows in: 
https://cdn.kde.org/ci-builds/system/dolphin/master/windows/dolphin-master-5102-windows-cl-msvc2022-x86_64.7z
2. Extract the file in some foler
3. Create a Dolphin service menu using the procedure specified at:
    https://develop.kde.org/docs/apps/dolphin/service-menus/
    3.1. Create a file "myservicemenu.desktop" in the locaction
        C:\Users\USER\AppData\Local\kio\servicemenus\myservicemenu.desktop
        (where "USER" is the current user)
    3.2. Specify the action as:
        [Desktop Entry]
        Type=Service
        MimeType=all/all;
        Actions=MyCustomAction;

        [Desktop Action MyCustomAction]
        Name=Custom Action
        Icon=edit
        Exec=notepad.exe %f
4. Execute dolphi.exe from the bin folder extracted in step 2,
5. Right click any plain text file and chose new item "Custom Action"  added in step 3

OBSERVED RESULT
A message box shows, saying "You are not authorized to execute this file".

EXPECTED RESULT
This simple custom action add as service menu should open the selected text file in window's notepad application.

SOFTWARE/OS VERSIONS
Dolphin: 25.03.70
KDE Frameworks: 6.9.0
Qt: Using 6.8.0 and built against 6.8.0
Windows 10 Version 22H2
Build ABI: x86_64-little_endian-llp64
Kernel: winnt 10.0.19045

ADDITIONAL INFORMATION
Also tested with another executable softwares in step 3.2, including complete paths for the EXE files.