I'm not aware of any C++ version of a rosbag library that is Windows compatible -- other than the one that ROS comes with and would require "going through the whole installation process" (but then on Windows) -- but if Java is acceptable then you could take a look at swri-robotics/bag-reader-java.
You could also just take the swri-robotics classes and reimplement a C++ version.
I'm not aware of any C++ version of a rosbag library that is Windows compatible -- other than the one that ROS comes with and would require "going through the whole installation process" (but then on Windows) -- but if Java is acceptable then you could take a look at swri-robotics/bag-reader-java.
You could also just take the swri-robotics classes and reimplement a C++ version.