Not really; IIRC forking is more expensive on NT, and *nix processes/threads tend to be fairly cheap. It might be a generally expensive model, and threads/pools are probably the better-scaling option regardless of OS.
On NT though, there's a deeper divide between processes and threads. Threads on NT should be a lot cheaper. Especially since you can't fork on NT without diving into undocumented APIs* :)
*On the Windows subsystem, of course. There's the lower level ZwCreateProcess function which can/could be used to fork, but it's undocumented and I believe it only existed for the old SfU. Now that that's gone and Linux Subsystem uses something called Pico Processes, I'm guessing this old fork flag is pretty much unsafe to use for anything at all.