PROS fails to make new project - PROS toolchain not found!

I am trying to switch to PROS (from vexcode) and am doing so with Visual Studio. I was able to create projects successfully on Ubuntu but when using windows I receive an error that the PROS toolchain is not found and that I have to make sure the environment variables are set properly. On both OS I had to install the CLI from the git repos (not in VS). This solved my problem on linux but not on Windows. On both I tried using the cli to create the project using the
pros conduct new <path>
This worked on linux with no problems and having the CLI installed correctly allowed me to create a project from within VS.
Windows on the other hand gives me the error you see in the screenshot “PROS toolchain not found!..”

Could someone explain to me what the toolchain is and how to fix the issue?