How to upgrade Java for Jenkins on Windows 10

I’m currently running Jenkins on Windows 10.
It tells me I should upgrade to Java 11. It is currently on 1.8.0_144.
I cannot find java installed on the PC, so I am assuming the JVM that Jenkins is using is buried in the Jenkins installation somewhere.
The instructions on the Jenkins website for upgrading Java seem to be geared towards linux machines.
How do I upgrade Java for Jenkins on Windows please?
Many thanks,

Generally its the same as upgrading the linux verson. Download the latest release/package manager, and install. For windows I believe there’s an installer.