JDKs are just a directory tree. Not sure what you mean on Windows, you simply unpack the JDKs to whatever directories you want, and set PATH and/or JAVA_HOME according to which you want to use, and/or switch them in your IDE.
scoop bucket add java
# Install JDK 11
scoop install java/temurin11-jdk
# Install JDK 17
scoop install java/temurin17-jdk
# Use JDK 11
scoop reset temurin11-jdk
# Use JDK 17
scoop reset temurin17-jdk
I also wrote a short guide on my website:
https://raizensoft.com/tutorial/install-java-gamedev/With scoop you can just launch the terminal and run `scoop reset [java-version]`