If on Windows 7/8, you get an error message similar to the following, then the UCRT isn't installed yet:
The program can't start because api-ms-win-crt-*.dll is missing from your computer. Try reinstalling the program to fix this problem.
The pre-built binaries of ICU4C for Windows require the "Universal C Runtime" (UCRT) to be installed.
The UCRT (ucrtbase.dll) is included as Windows OS component in Windows 10 and above. (See https://docs.microsoft.com/cpp/c-runtime-library/crt-library-features for more info).
On previous versions of Windows (ex: Windows 7) the UCRT is available via a Windows Update package.
Please see the KB article here, https://support.microsoft.com/kb/2999226, for how to install the UCRT if it isn't already installed.