If you want to use gfortran on Windows, I suggest you install MSYS2, which has a bash terminal, and a package manager that can install gcc and gfortran, as well as lapack and many other libraries.
There is also a separate distribution of mingw-w64 that can be installed without MSYS2, but I don't recommend it, as the last files there have gcc-8.1.0, from 2018 (apart from a recent build by Ray Linn that includes the Ada, but not the Fortran compiler).
Another compiler that is now free is Intel Fortran : you have to install Microsoft Visual Studio Community, Intel oneAPI Base Toolkit and Intel oneAPI HPC Toolkit. More information here. Available on Linux, macOS and Windows (of course, Visual Studio is needed only on Windows). Intel oneAPI is at least partly open source, not sure about the Fortran compiler.
MSYS2 is a much smaller package (in terms of disk pace needed), and is used by several other free projects: R (Rtools), Octave and Strawberry Perl all include parts of it, including the gcc compilers.