Hi there, Celine from the Figma Community Support team here! Thanks for taking the time to report this and for sharing your experience.
I checked with the team, and they confirmed that both shortcuts are supported on both macOS and Windows. I can definitely understand how seeing only the Mac shortcut displayed in the shortcuts panel could be confusing after switching to Windows.
One additional thing to note is that the \ shortcut depends on the keyboard layout selected in Figma's application settings (rather than your operating system's keyboard layout), which may also have contributed to what you were seeing.
Thanks again for flagging this! I've shared your feedback with the team regarding the shortcuts panel, as it's helpful to know where the current experience can be confusing.