Windows can do on-the fly compression of whole drives if you want - right click the drive and go to properties, select 'Compress this drive to save disk space'. You can also compress the OS itself:
https://docs.microsoft.com/en-us/win...top/compact-os
But I'm curious as to how it improves load time - you're having to decompress on the fly so I'd have thought it only really benefits very slow hard drives.
Old SSDs used to do de-dup and compression to save on writes. It wasn't needed on newer SSDs and seems to have been dropped these days.