Imagine how annoying that'd be to create a gif from that in windows. Downloading a third party closed source application that might be malware, and even then it would probably break.
In rinux to make that gif from an MP4 I used these two commands I copied from the internet:
ffmpeg -i /home/spanish/Downloads/Images/aEn0yQn_460sv.mp4 -vf scale=320:-1:flags=lanczos,fps=10 frames/ffout%03d.png
convert -loop 0 frames/ffout*.png output.gif