Raw files look different in lightroom vs windows photos

The windows photo thingie shows you the embedded jpeg preview that your camera embedded in tyhe raw file. The raw file is a default lightroom rendering of the actual raw data. It needs editing to look its best and a few simple edits will make it look lightyears better than the jpeg preview. If you want the raw rendering by default to look more like the jpeg preview, set lightroom in the preferences->import for raw defaults to "camera settings". Don't know if that works well for this camera but for many cameras Lightroom will try to approximate the jpeg rendering using its own engine. You will still need to do your own work with the settings though. Also try the "auto" button. It often does a quite good job.

What are we looking at here? The original raw file, or an exported derivative (Jpeg, Tiff, etc.)?

Note that the Windows Photos viewer cannot display raw files, it will instead only be able to show you the jpeg image embedded by the camera at the point of capture, which is processed from the raw file by the camera software. If that's what you are looking at, then you're comparing apples and oranges. 

To get a more accurate comparison you would need to export the raw file from Lightroom, preferably to jpeg, then view that in Windows (but last time I checked, Windows Photos viewer isn't colour-managed, so differences could still be seen).