For lab purposes, NFS on a Windows Server may be ok, and easy to configure.
It depends what you require,
easiest would be NFS however you can create iSCSI as well if you want block storage.
For NFS refer this KB
Thanks for your help.
I tried first with NFS but didn't work so I tried with iSCSI and it works fine.
I found strange to create VHD files but for a lab it is perfect.