Main reason is the os-prober is disabled by default so it wont be able to detect other OS available in the same system. So first we have to enable it.
Open file `/etc/default/grub` and add `GRUB_DISABLE_OS_PROBER=false` to the very end of the file. If you have already have this property, set it to `true`.
You can also execute below command, make sure you are in root shell or sudo user to execute this command.
echo "GRUB_DISABLE_OS_PROBER=false" >> /etc/default/grub
Then, execute below commands
sudo pacman -Syu
sudo pacman -S grub-tools
sudo pacman -S grub os-prober
sudo grub-mkconfig -o /boot/grub/grub.cfg
Actually if you `os-prober` command you can see the output that Windows detected right away
[agastya@agastya-thinkpad ~]$ sudo os-prober
/dev/nvme0n1p1@/efi/Microsoft/Boot/bootmgfw.efi:Windows Boot Manager:Windows:efi
[agastya@agastya-thinkpad ~]$
Once grub configuration generated, restart your machine and you can see Windows in the grub menu.
Thank you.
Hope it helps.