Hello Ajay Venkatakrishnan,
The i.MX6 BSP is distributed through Yocto, which is linux based. This means there is no alternative to build images on a Windows environment. However, you may use a virtual machine to do this (however, it will be very slow).
If you just want to load a demo image you may also download the built images from the website and just load them using the manufacturing tool, which runs on Windows. You may download both packages (images and manufacturing tool) from the links below. Please note that you may need to login in order to download these packages.
IMX6_L4.1.15_2.0.0_MFG_TOOL
https://www.nxp.com/webapp/Download?colCode=IMX6_L4-1-15_2-0-0_MFG-TOOL&appType=license&Parent_nodeI...
L4.1.15_2.0.0_MX6QDLSOLO Images
https://www.nxp.com/webapp/Download?colCode=L4.1.15_2.0.0_MX6QDLSOLO&appType=license&Parent_nodeId=1...
I hope this helps!
Regards,